-20.6%
PFE vs PR
+225.6%
-246.2%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -4.9% | +1.9% | -2.8% |
| 7D | -0.2% | -16.5% | +16.3% | +0.2% |
| 30D | +8.7% | -4.5% | +13.2% | +8.7% |
| 3M | +15.8% | +8.5% | +7.2% | +15.4% |
| 6M | +16.8% | -3.3% | +20.2% | +16.8% |
| YTD | +26.2% | +55.7% | -29.5% | +24.2% |
| 1Y | +29.9% | +82.0% | -52.1% | +27.3% |
| 3Y | +15.9% | +62.5% | -46.5% | +13.3% |
| 5Y | -20.6% | +223.9% | -244.5% | -18.7% |
| All | -20.6% | +225.6% | -246.2% | -18.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling