+48.8%
PFE vs PR
+86.0%
-37.2%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.2% | -1.0% | +0.2% |
| 7D | -1.7% | +6.0% | -7.7% | -1.8% |
| 30D | +0.3% | -4.2% | +4.5% | +0.4% |
| 3M | +9.4% | +10.0% | -0.6% | +9.1% |
| 6M | +14.9% | +15.6% | -0.7% | +14.4% |
| YTD | +23.8% | +68.2% | -44.4% | +22.2% |
| 1Y | +19.5% | +79.2% | -59.7% | +17.8% |
| 3Y | +21.0% | +94.9% | -73.9% | +18.7% |
| 5Y | -23.9% | +272.8% | -296.6% | -26.4% |
| All | +48.8% | +86.0% | -37.2% | +52.7% |
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