+35.8%
PFE vs P
+732.0%
-696.2%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.4% | -2.6% | -1.3% |
| 7D | +1.8% | +6.5% | -4.8% | +1.4% |
| 30D | +10.2% | +18.8% | -8.6% | +8.9% |
| 3M | +12.7% | +26.7% | -14.1% | +10.6% |
| 6M | +10.5% | +62.2% | -51.6% | +6.4% |
| YTD | +20.2% | +48.5% | -28.3% | +16.0% |
| 1Y | +24.1% | +26.4% | -2.3% | +20.3% |
| 3Y | -3.6% | +159.4% | -163.0% | -14.6% |
| 5Y | -20.9% | +275.8% | -296.7% | -33.9% |
| All | +35.8% | +732.0% | -696.2% | +0.9% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 10y: compounded portfolio wealth divided by compounded P 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…
10y analysis · Full analysis span regression · 6 months rolling