+21.0%
PFE vs PBR
+69.2%
-48.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +2.6% |
| 3M | +9.4% | +5.5% | +3.9% | +8.3% |
| 6M | +14.9% | -2.9% | +17.8% | +14.4% |
| YTD | +23.8% | +61.5% | -37.7% | +16.0% |
| 1Y | +19.5% | +46.9% | -27.3% | +13.2% |
| 3Y | +21.0% | +66.4% | -45.4% | +14.8% |
| All | +21.0% | +69.2% | -48.1% | +14.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling