+60.6%
PFE vs P
+713.7%
-653.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.5% | -5.2% | -1.8% |
| 7D | -3.7% | -23.8% | +20.1% | -2.4% |
| 30D | +5.0% | -36.6% | +41.6% | +7.3% |
| 3M | +12.2% | +10.9% | +1.3% | +10.7% |
| 6M | +14.6% | +30.0% | -15.4% | +11.4% |
| YTD | +24.1% | +44.4% | -20.3% | +19.5% |
| 1Y | +26.6% | +3.9% | +22.6% | +23.9% |
| 3Y | +14.3% | +176.6% | -162.3% | +0.1% |
| 5Y | -21.9% | +249.3% | -271.2% | -34.5% |
| All | +60.6% | +713.7% | -653.1% | +21.3% |
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