+16.2%
PFE vs PR
+61.1%
-44.9%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -4.9% | +1.9% | -2.7% |
| 7D | -0.2% | -16.5% | +16.3% | +0.7% |
| 30D | +8.7% | -4.5% | +13.2% | +8.8% |
| 3M | +15.8% | +8.5% | +7.2% | +14.9% |
| 6M | +16.8% | -3.3% | +20.2% | +16.8% |
| YTD | +26.2% | +55.7% | -29.5% | +20.8% |
| 1Y | +29.9% | +82.0% | -52.1% | +22.7% |
| All | +16.2% | +61.1% | -44.9% | +9.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling