+49.6%
PFE vs ON
+527.7%
-478.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +9.2% | -9.7% | -1.2% |
| 7D | -4.7% | -1.4% | -3.3% | -4.7% |
| 30D | +3.4% | -10.9% | +14.2% | +4.1% |
| 3M | +9.2% | -14.9% | +24.1% | +10.2% |
| 6M | +15.8% | -33.0% | +48.8% | +17.7% |
| YTD | +23.4% | +27.6% | -4.2% | +17.7% |
| 1Y | +25.8% | +44.5% | -18.7% | +18.5% |
| 3Y | +17.8% | +7.4% | +10.5% | +11.0% |
| 5Y | -20.2% | +18.7% | -38.9% | -27.8% |
| 10Y | +49.6% | +516.0% | -466.4% | +16.3% |
| All | +49.6% | +527.7% | -478.1% | +16.3% |
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