+35.8%
PFE vs RF
+343.3%
-307.5%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.2% | -1.2% |
| 7D | +1.8% | +1.3% | +0.4% | +1.5% |
| 30D | +10.2% | -3.6% | +13.8% | +10.9% |
| 3M | +12.7% | +8.1% | +4.6% | +11.0% |
| 6M | +10.5% | +11.5% | -0.9% | +8.2% |
| YTD | +20.2% | +15.6% | +4.6% | +16.7% |
| 1Y | +24.1% | +15.7% | +8.4% | +20.3% |
| 3Y | -3.6% | +86.9% | -90.5% | -15.2% |
| 5Y | -20.9% | +89.8% | -110.7% | -32.1% |
| All | +35.8% | +343.3% | -307.5% | -19.1% |
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