+14.3%
PFE vs RL
+240.1%
-225.7%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.4% | -0.3% | -1.5% |
| 7D | -3.7% | -4.2% | +0.4% | -3.3% |
| 30D | +5.0% | +4.3% | +0.7% | +4.6% |
| 3M | +12.2% | -4.6% | +16.8% | +12.7% |
| 6M | +14.6% | +1.7% | +12.9% | +14.1% |
| YTD | +24.1% | +7.3% | +16.8% | +22.7% |
| 1Y | +26.6% | +20.8% | +5.8% | +23.8% |
| 3Y | +14.3% | +247.0% | -232.6% | +9.2% |
| All | +14.3% | +240.1% | -225.7% | +9.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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