+3,558.0%
PFE vs RF
+1,462.6%
+2,095.4%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.5% | +1.1% | +2.4% |
| 7D | +4.6% | +2.3% | +2.3% | +4.2% |
| 30D | +12.3% | +7.2% | +5.1% | +11.0% |
| 3M | +21.2% | -8.2% | +29.4% | +22.9% |
| 6M | +21.1% | +7.0% | +14.1% | +19.4% |
| YTD | +30.0% | +10.3% | +19.7% | +27.4% |
| 1Y | +35.6% | +25.1% | +10.5% | +29.9% |
| 3Y | +19.5% | +110.3% | -90.8% | +3.3% |
| 5Y | -9.3% | +47.1% | -56.4% | -18.2% |
| 10Y | +70.4% | +297.9% | -227.5% | +21.9% |
| All | +3,558.0% | +1,462.6% | +2,095.4% | +1,345.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling