+8.1%
PFE vs RBLX
-32.9%
+41.0%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.3% | -5.6% | -1.2% |
| 7D | +1.8% | +12.4% | -10.7% | +1.8% |
| 30D | +10.2% | +19.7% | -9.4% | +10.3% |
| 3M | +12.7% | -0.1% | +12.8% | +12.7% |
| 6M | +10.5% | -35.7% | +46.3% | +10.3% |
| YTD | +20.2% | -46.6% | +66.7% | +19.8% |
| 1Y | +24.1% | -66.6% | +90.7% | +23.4% |
| 3Y | -3.6% | +52.3% | -55.9% | -4.2% |
| 5Y | -20.9% | -47.7% | +26.9% | -24.0% |
| All | +8.1% | -32.9% | +41.0% | +4.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling