+26.0%
PFE vs ON
+40.9%
-14.9%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +9.2% | -9.7% | -0.4% |
| 7D | -4.7% | -1.4% | -3.3% | -4.7% |
| 30D | +3.4% | -10.9% | +14.2% | +3.2% |
| 3M | +9.2% | -14.9% | +24.1% | +9.0% |
| 6M | +15.8% | -33.0% | +48.8% | +13.7% |
| YTD | +23.4% | +27.6% | -4.2% | +9.8% |
| All | +26.0% | +40.9% | -14.9% | +9.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling