-21.0%
PFE vs RBLX
-48.3%
+27.3%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.3% | -0.5% |
| 7D | -4.0% | +8.1% | -12.1% | -4.0% |
| 30D | +3.9% | +23.9% | -20.0% | +3.9% |
| 3M | +9.9% | +8.1% | +1.8% | +9.9% |
| 6M | +5.3% | -23.7% | +29.0% | +5.2% |
| YTD | +16.8% | -44.6% | +61.4% | +16.5% |
| 1Y | +20.4% | -66.2% | +86.6% | +19.9% |
| 3Y | -2.1% | +54.7% | -56.8% | -3.0% |
| 5Y | -21.0% | -48.9% | +28.0% | -25.3% |
| All | -21.0% | -48.3% | +27.3% | -25.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RBLX.
Daily Out/Under-Performance
Portfolio return minus RBLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBLX 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 RBLX 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