+48.8%
PFE vs PBR
+585.8%
-537.0%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.1% | +0.1% |
| 7D | -1.7% | -1.0% | -0.7% | -1.6% |
| 30D | +0.3% | -29.3% | +29.6% | +3.5% |
| 3M | +9.4% | +5.5% | +3.9% | +8.4% |
| 6M | +14.9% | -2.9% | +17.8% | +14.6% |
| YTD | +23.8% | +61.5% | -37.7% | +17.0% |
| 1Y | +19.5% | +46.9% | -27.3% | +14.0% |
| 3Y | +21.0% | +66.4% | -45.4% | +13.0% |
| 5Y | -23.9% | +460.3% | -484.2% | -39.0% |
| All | +48.8% | +585.8% | -537.0% | +10.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 PBR 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