+0.3%
PFE vs PL
+46.6%
-46.3%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +14.5% | -15.0% | -0.7% |
| 7D | -4.7% | +10.9% | -15.6% | -4.8% |
| 30D | +3.4% | -16.4% | +19.7% | +3.6% |
| 3M | +9.2% | -39.9% | +49.2% | +9.9% |
| 6M | +15.8% | -63.2% | +79.0% | +17.2% |
| YTD | +23.4% | -27.1% | +50.6% | +23.1% |
| 1Y | +25.8% | +12.2% | +13.6% | +24.3% |
| 3Y | +17.8% | +584.3% | -566.4% | +10.3% |
| 5Y | -20.2% | +37.0% | -57.2% | -27.2% |
| All | +0.3% | +46.6% | -46.3% | -6.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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