+35.6%
PFE vs RF
+25.4%
+10.2%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.5% | +1.1% | +2.4% |
| 7D | +4.6% | +2.3% | +2.3% | +4.2% |
| 30D | +12.3% | +7.2% | +5.1% | +11.3% |
| 3M | +21.2% | -8.2% | +29.4% | +22.6% |
| 6M | +21.1% | +7.0% | +14.1% | +19.2% |
| YTD | +30.0% | +10.3% | +19.7% | +24.7% |
| 1Y | +35.6% | +25.1% | +10.5% | +23.2% |
| All | +35.6% | +25.4% | +10.2% | +23.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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