+26.6%
PFE vs Q
+17.3%
+9.3%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +6.3% | -8.0% | -1.5% |
| 7D | -3.7% | +0.3% | -4.0% | -3.7% |
| 30D | +5.0% | -9.8% | +14.8% | +4.9% |
| 3M | +12.2% | -12.2% | +24.4% | +12.1% |
| 6M | +14.6% | -21.6% | +36.2% | +14.2% |
| YTD | +24.1% | +43.6% | -19.4% | +18.8% |
| 1Y | +26.6% | +25.7% | +0.9% | +23.3% |
| All | +26.6% | +17.3% | +9.3% | +23.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling