+46.2%
PFE vs PM
+242.6%
-196.4%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.1% | +0.3% |
| 7D | -0.7% | -6.6% | +5.9% | +1.2% |
| 30D | +5.3% | -3.4% | +8.8% | +6.3% |
| 3M | +10.1% | +5.3% | +4.8% | +8.4% |
| 6M | +18.0% | +15.5% | +2.5% | +12.9% |
| YTD | +25.8% | +24.3% | +1.6% | +17.2% |
| 1Y | +28.4% | +29.7% | -1.3% | +18.1% |
| 3Y | +20.9% | +144.9% | -124.0% | -11.7% |
| 5Y | -21.5% | +159.0% | -180.5% | -44.3% |
| 10Y | +46.2% | +250.9% | -204.7% | -8.3% |
| All | +46.2% | +242.6% | -196.4% | -8.3% |
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