+20.1%
PFE vs Q
+75.3%
-55.3%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.3% | -4.7% | -2.3% |
| 7D | -2.7% | +6.7% | -9.4% | -2.6% |
| 30D | +3.8% | -10.6% | +14.5% | +3.8% |
| 3M | +10.4% | -14.6% | +25.0% | +10.0% |
| 6M | +6.3% | +12.1% | -5.8% | +4.1% |
| YTD | +17.4% | +51.3% | -33.9% | +13.6% |
| All | +20.1% | +75.3% | -55.3% | +16.1% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 Q 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