-20.7%
PFE vs ON
+62.4%
-83.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +10.4% |
| 3M | +12.7% | -43.6% | +56.3% | +15.9% |
| 6M | +10.5% | +19.0% | -8.4% | +7.0% |
| YTD | +20.2% | +37.4% | -17.2% | +14.9% |
| 1Y | +24.1% | +54.8% | -30.7% | +17.4% |
| 3Y | -3.6% | -25.2% | +21.6% | -6.8% |
| All | -20.7% | +62.4% | -83.1% | -28.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling