-2.5%
PFE vs ON
-25.0%
+22.6%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.0% | -2.2% | -1.3% |
| 7D | +1.8% | +2.4% | -0.7% | +1.6% |
| 30D | +10.2% | -3.3% | +13.5% | +10.3% |
| 3M | +12.7% | -43.6% | +56.3% | +15.7% |
| 6M | +10.5% | +19.0% | -8.4% | +6.2% |
| YTD | +20.2% | +37.4% | -17.2% | +13.9% |
| 1Y | +24.1% | +54.8% | -30.7% | +16.2% |
| All | -2.5% | -25.0% | +22.6% | -7.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling