+242.2%
PFE vs PM
+841.2%
-599.0%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -4.6% | +1.7% | -1.2% |
| 7D | -0.2% | -3.4% | +3.1% | +1.1% |
| 30D | +8.7% | +5.8% | +2.8% | +6.2% |
| 3M | +15.8% | +6.7% | +9.1% | +12.7% |
| 6M | +16.8% | +19.9% | -3.1% | +8.2% |
| YTD | +26.2% | +27.8% | -1.6% | +13.0% |
| 1Y | +29.9% | +39.4% | -9.5% | +12.2% |
| 3Y | +15.9% | +146.9% | -131.0% | -23.7% |
| 5Y | -20.6% | +166.6% | -187.2% | -50.3% |
| 10Y | +65.4% | +242.1% | -176.7% | -13.8% |
| All | +242.2% | +841.2% | -599.0% | -8.9% |
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