+49.6%
PFE vs PM
+228.8%
-179.2%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.4% | +1.9% | +0.1% |
| 7D | -4.7% | -7.3% | +2.6% | -2.7% |
| 30D | +3.4% | -4.0% | +7.4% | +4.5% |
| 3M | +9.2% | +2.7% | +6.5% | +8.3% |
| 6M | +15.8% | +14.9% | +1.0% | +11.0% |
| YTD | +23.4% | +23.5% | -0.1% | +15.3% |
| 1Y | +25.8% | +30.4% | -4.5% | +15.6% |
| 3Y | +17.8% | +143.2% | -125.4% | -13.4% |
| 5Y | -20.2% | +159.5% | -179.7% | -43.1% |
| 10Y | +49.6% | +234.7% | -185.1% | -0.7% |
| All | +49.6% | +228.8% | -179.2% | -0.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PM.
Daily Out/Under-Performance
Portfolio return minus PM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PM 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 PM 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