-20.7%
PFE vs RL
+238.1%
-258.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.0% | -3.3% | -1.4% |
| 7D | +1.8% | -0.8% | +2.6% | +1.8% |
| 30D | +10.2% | -7.8% | +18.0% | +10.9% |
| 3M | +12.7% | -4.0% | +16.7% | +12.9% |
| 6M | +10.5% | -1.9% | +12.4% | +10.3% |
| YTD | +20.2% | -0.2% | +20.3% | +19.7% |
| 1Y | +24.1% | +10.7% | +13.4% | +22.6% |
| 3Y | -3.6% | +210.8% | -214.3% | -11.5% |
| All | -20.7% | +238.1% | -258.8% | -29.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling