+32.9%
PFE vs ON
+552.1%
-519.2%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.4% | +2.1% | -2.0% |
| 7D | -2.7% | -2.2% | -0.5% | -2.5% |
| 30D | +3.8% | -12.4% | +16.3% | +4.9% |
| 3M | +10.4% | -41.2% | +51.6% | +14.3% |
| 6M | +6.3% | +25.0% | -18.7% | +2.0% |
| YTD | +17.4% | +31.3% | -13.9% | +12.0% |
| 1Y | +21.1% | +45.4% | -24.3% | +14.2% |
| 3Y | -1.6% | -27.4% | +25.8% | -3.8% |
| 5Y | -22.2% | +58.5% | -80.6% | -31.6% |
| 10Y | +32.9% | +561.8% | -528.9% | -1.8% |
| All | +32.9% | +552.1% | -519.2% | -1.8% |
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