+20.9%
PFE vs RF
+116.7%
-95.8%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +11.5% |
| 6M | +18.0% | +5.9% | +12.1% | +16.6% |
| YTD | +25.8% | +9.0% | +16.8% | +23.3% |
| 1Y | +28.4% | +19.3% | +9.2% | +23.8% |
| 3Y | +20.9% | +116.4% | -95.5% | +15.8% |
| All | +20.9% | +116.7% | -95.8% | +15.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling