-21.5%
PFE vs RF
+42.5%
-64.0%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.3% | -1.6% |
| 7D | -3.7% | -0.9% | -2.8% | -3.6% |
| 30D | +5.0% | +6.0% | -1.1% | +4.1% |
| 3M | +12.2% | -8.9% | +21.1% | +13.6% |
| 6M | +14.6% | +2.3% | +12.2% | +14.0% |
| YTD | +24.1% | +7.6% | +16.6% | +22.3% |
| 1Y | +26.6% | +21.2% | +5.4% | +22.5% |
| 3Y | +14.3% | +108.5% | -94.2% | +2.6% |
| All | -21.5% | +42.5% | -64.0% | -29.4% |
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