-24.0%
PFE vs PM
+159.3%
-183.3%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.2% | -2.3% | -2.1% |
| 7D | -2.1% | -2.4% | +0.3% | -1.6% |
| 30D | +3.1% | -1.3% | +4.4% | +3.4% |
| 3M | +11.2% | +6.5% | +4.6% | +9.8% |
| 6M | +15.0% | +7.0% | +8.1% | +13.3% |
| YTD | +23.5% | +25.8% | -2.3% | +17.3% |
| 1Y | +18.9% | +30.9% | -12.0% | +11.8% |
| 3Y | +18.7% | +148.0% | -129.2% | -11.3% |
| 5Y | -24.0% | +161.2% | -185.2% | -42.8% |
| All | -24.0% | +159.3% | -183.3% | -42.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling