+60.0%
PFE vs PR
+160.5%
-100.4%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -6.5% | +9.2% | +2.8% |
| 7D | +4.6% | -12.1% | +16.7% | +4.8% |
| 30D | +12.3% | +0.9% | +11.4% | +12.3% |
| 3M | +21.2% | +10.1% | +11.0% | +20.9% |
| 6M | +21.1% | +1.1% | +20.0% | +21.0% |
| YTD | +30.0% | +63.7% | -33.6% | +28.5% |
| 1Y | +35.6% | +87.0% | -51.4% | +33.5% |
| 3Y | +19.5% | +70.7% | -51.3% | +17.5% |
| 5Y | -9.3% | +246.8% | -256.1% | -12.2% |
| 10Y | +70.4% | +72.6% | -2.2% | +77.1% |
| All | +60.0% | +160.5% | -100.4% | +69.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling