+46.2%
PFE vs RF
+248.4%
-202.2%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +0.6% |
| 7D | -0.7% | +0.3% | -1.1% | -0.8% |
| 30D | +5.3% | +6.2% | -0.8% | +4.3% |
| 3M | +10.1% | -7.8% | +18.0% | +11.6% |
| 6M | +18.0% | +5.9% | +12.1% | +16.6% |
| YTD | +25.8% | +9.0% | +16.8% | +23.5% |
| 1Y | +28.4% | +19.3% | +9.2% | +24.1% |
| 3Y | +20.9% | +116.4% | -95.5% | +4.4% |
| 5Y | -21.5% | +46.0% | -67.6% | -28.9% |
| 10Y | +46.2% | +239.8% | -193.6% | +15.6% |
| All | +46.2% | +248.4% | -202.2% | +15.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling