-21.5%
PFE vs PL
+36.0%
-57.5%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.1% | +0.5% |
| 7D | -0.7% | +5.6% | -6.3% | -0.8% |
| 30D | +5.3% | -16.9% | +22.3% | +5.6% |
| 3M | +10.1% | -38.2% | +48.3% | +10.8% |
| 6M | +18.0% | -63.4% | +81.5% | +19.5% |
| YTD | +25.8% | -27.6% | +53.4% | +25.4% |
| 1Y | +28.4% | +6.6% | +21.9% | +26.9% |
| 3Y | +20.9% | +557.6% | -536.7% | +12.9% |
| 5Y | -21.5% | +39.5% | -61.0% | -28.6% |
| All | -21.5% | +36.0% | -57.5% | -28.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling