+46.2%
PFE vs ON
+512.2%
-466.0%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.3% | +0.4% |
| 7D | -0.7% | -4.1% | +3.4% | -0.5% |
| 30D | +5.3% | -10.2% | +15.6% | +6.0% |
| 3M | +10.1% | -12.7% | +22.9% | +10.8% |
| 6M | +18.0% | -32.5% | +50.6% | +19.9% |
| YTD | +25.8% | +28.6% | -2.7% | +19.8% |
| 1Y | +28.4% | +43.4% | -15.0% | +21.0% |
| 3Y | +20.9% | +3.3% | +17.6% | +14.3% |
| 5Y | -21.5% | +22.5% | -44.0% | -29.2% |
| 10Y | +46.2% | +535.7% | -489.5% | +9.8% |
| All | +46.2% | +512.2% | -466.0% | +9.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ON.
Daily Out/Under-Performance
Portfolio return minus ON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ON return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ON wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling