-24.0%
PFE vs RL
+243.2%
-267.2%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.8% | -1.3% | -2.0% |
| 7D | -2.1% | +2.4% | -4.5% | -2.3% |
| 30D | +3.1% | +4.6% | -1.5% | +2.7% |
| 3M | +11.2% | -1.1% | +12.3% | +11.2% |
| 6M | +15.0% | +16.5% | -1.5% | +13.2% |
| YTD | +23.5% | +11.4% | +12.1% | +21.8% |
| 1Y | +18.9% | +16.1% | +2.8% | +16.8% |
| 3Y | +18.7% | +252.6% | -233.9% | +6.3% |
| 5Y | -24.0% | +244.9% | -268.9% | -35.5% |
| All | -24.0% | +243.2% | -267.2% | -35.5% |
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