-20.6%
PFE vs RF
+42.4%
-63.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.1% | -0.8% | -2.6% |
| 7D | -0.2% | -1.6% | +1.4% | 0.0% |
| 30D | +8.7% | +5.0% | +3.6% | +7.9% |
| 3M | +15.8% | -10.0% | +25.7% | +17.5% |
| 6M | +16.8% | +3.3% | +13.5% | +16.1% |
| YTD | +26.2% | +7.9% | +18.3% | +24.3% |
| 1Y | +29.9% | +21.2% | +8.7% | +25.8% |
| 3Y | +15.9% | +105.8% | -89.9% | +4.3% |
| 5Y | -20.6% | +43.7% | -64.3% | -28.4% |
| All | -20.6% | +42.4% | -63.1% | -28.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling