+60.6%
PFE vs PR
+66.0%
-5.4%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.9% | -3.6% | -1.7% |
| 7D | -3.7% | -16.4% | +12.7% | -3.3% |
| 30D | +5.0% | -1.9% | +6.9% | +5.0% |
| 3M | +12.2% | +8.0% | +4.2% | +11.9% |
| 6M | +14.6% | +4.1% | +10.5% | +14.4% |
| YTD | +24.1% | +58.7% | -34.6% | +22.7% |
| 1Y | +26.6% | +75.8% | -49.3% | +24.8% |
| 3Y | +14.3% | +73.2% | -58.8% | +12.4% |
| 5Y | -21.9% | +230.1% | -252.1% | -24.3% |
| All | +60.6% | +66.0% | -5.4% | +68.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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