+16.2%
PFE vs PL
+403.1%
-386.9%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -10.1% | +7.2% | -2.8% |
| 7D | -0.2% | -20.5% | +20.3% | 0.0% |
| 30D | +8.7% | -38.8% | +47.4% | +9.3% |
| 3M | +15.8% | -49.1% | +64.9% | +16.8% |
| 6M | +16.8% | -69.4% | +86.2% | +18.6% |
| YTD | +26.2% | -42.3% | +68.5% | +26.0% |
| 1Y | +29.9% | -14.2% | +44.1% | +28.3% |
| All | +16.2% | +403.1% | -386.9% | +4.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling