+21.5%
PFE vs PM
+30.1%
-8.6%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.8% | +0.2% |
| 7D | -3.0% | -7.1% | +4.1% | -2.0% |
| 30D | +5.2% | -2.8% | +8.0% | +5.6% |
| 3M | +12.2% | +6.3% | +5.9% | +11.7% |
| 6M | +17.8% | +9.6% | +8.1% | +16.8% |
| YTD | +26.2% | +25.6% | +0.6% | +24.9% |
| All | +21.5% | +30.1% | -8.6% | +19.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling