+48.8%
PFE vs P
+652.0%
-603.2%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.9% | +2.1% | +0.3% |
| 7D | -1.7% | +11.6% | -13.3% | -2.3% |
| 30D | +0.3% | -23.7% | +24.0% | +1.5% |
| 3M | +9.4% | -8.0% | +17.3% | +9.2% |
| 6M | +14.9% | +27.9% | -13.0% | +12.1% |
| YTD | +23.8% | +61.2% | -37.4% | +18.5% |
| 1Y | +19.5% | +28.6% | -9.1% | +15.5% |
| 3Y | +21.0% | +200.5% | -179.4% | +5.8% |
| 5Y | -23.9% | +282.9% | -306.8% | -36.3% |
| All | +48.8% | +652.0% | -603.2% | +16.7% |
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