-2.3%
PFE vs PL
+84.9%
-87.2%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | 0.0% | -1.2% |
| 7D | +1.8% | -9.3% | +11.1% | +1.9% |
| 30D | +10.2% | -18.9% | +29.2% | +10.5% |
| 3M | +12.7% | -58.4% | +71.1% | +13.9% |
| 6M | +10.5% | -30.3% | +40.8% | +10.6% |
| YTD | +20.2% | -8.1% | +28.3% | +19.5% |
| 1Y | +24.1% | +180.5% | -156.4% | +20.6% |
| 3Y | -3.6% | +444.1% | -447.7% | -9.7% |
| 5Y | -20.9% | +83.0% | -103.9% | -26.4% |
| All | -2.3% | +84.9% | -87.2% | -9.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling