+16.2%
PFE vs P
+166.1%
-149.8%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -16.4% | +13.4% | -3.2% |
| 7D | -0.2% | -31.9% | +31.7% | -0.8% |
| 30D | +8.7% | -36.5% | +45.2% | +8.0% |
| 3M | +15.8% | +11.6% | +4.2% | +15.8% |
| 6M | +16.8% | +25.2% | -8.4% | +17.0% |
| YTD | +26.2% | +39.4% | -13.2% | +26.4% |
| 1Y | +29.9% | -3.7% | +33.6% | +29.7% |
| All | +16.2% | +166.1% | -149.8% | +17.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling