+96.4%
PFE vs ON
+154.5%
-58.1%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.5% | -2.1% | -1.7% |
| 7D | -3.7% | -11.7% | +8.0% | -2.9% |
| 30D | +5.0% | -23.3% | +28.2% | +6.9% |
| 3M | +12.2% | -19.2% | +31.4% | +13.6% |
| 6M | +14.6% | -40.1% | +54.7% | +17.5% |
| YTD | +24.1% | +16.9% | +7.2% | +20.4% |
| 1Y | +26.6% | +29.7% | -3.2% | +21.7% |
| 3Y | +14.3% | -4.4% | +18.7% | +10.3% |
| 5Y | -21.9% | +7.1% | -29.0% | -27.0% |
| 10Y | +62.6% | +447.2% | -384.5% | +29.0% |
| All | +96.4% | +154.5% | -58.1% | +25.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling