+225.8%
PFE vs PM
+752.6%
-526.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.0% | +0.7% | -0.5% |
| 7D | +1.8% | -4.9% | +6.6% | +3.7% |
| 30D | +10.2% | -3.4% | +13.6% | +11.6% |
| 3M | +12.7% | +5.2% | +7.5% | +10.1% |
| 6M | +10.5% | +3.7% | +6.8% | +7.7% |
| YTD | +20.2% | +15.8% | +4.4% | +11.9% |
| 1Y | +24.1% | +17.4% | +6.7% | +14.4% |
| 3Y | -3.6% | +116.9% | -120.5% | -33.2% |
| 5Y | -20.9% | +117.3% | -138.2% | -46.1% |
| 10Y | +35.8% | +193.8% | -157.9% | -24.2% |
| All | +225.8% | +752.6% | -526.8% | -9.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling