+21.1%
PFE vs ON
+43.3%
-22.1%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.4% | +2.1% | -2.4% |
| 7D | -2.7% | -2.2% | -0.5% | -2.7% |
| 30D | +3.8% | -12.4% | +16.3% | +3.7% |
| 3M | +10.4% | -41.2% | +51.6% | +10.6% |
| 6M | +6.3% | +25.0% | -18.7% | -1.1% |
| YTD | +17.4% | +31.3% | -13.9% | +8.8% |
| 1Y | +21.1% | +45.4% | -24.3% | +12.8% |
| All | +21.1% | +43.3% | -22.1% | +12.8% |
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 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