-20.2%
PFE vs P
+256.2%
-276.4%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +6.3% | -6.8% | -0.6% |
| 7D | -4.7% | -9.6% | +4.9% | -4.7% |
| 30D | +3.4% | -33.4% | +36.8% | +3.5% |
| 3M | +9.2% | +14.2% | -5.0% | +8.9% |
| 6M | +15.8% | +31.6% | -15.8% | +15.2% |
| YTD | +23.4% | +53.5% | -30.0% | +22.4% |
| 1Y | +25.8% | +14.2% | +11.6% | +25.0% |
| 3Y | +17.8% | +190.5% | -172.7% | +12.5% |
| 5Y | -20.2% | +256.3% | -276.5% | -24.4% |
| All | -20.2% | +256.2% | -276.4% | -24.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling