+362.9%
PFE vs RL
+1,366.2%
-1,003.3%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.0% | -3.3% | -1.6% |
| 7D | +1.8% | -0.8% | +2.6% | +1.9% |
| 30D | +10.2% | -7.8% | +18.0% | +11.7% |
| 3M | +12.7% | -4.0% | +16.7% | +13.1% |
| 6M | +10.5% | -1.9% | +12.4% | +10.1% |
| YTD | +20.2% | -0.2% | +20.3% | +19.2% |
| 1Y | +24.1% | +10.7% | +13.4% | +20.8% |
| 3Y | -3.6% | +210.8% | -214.3% | -23.2% |
| 5Y | -20.9% | +238.2% | -259.1% | -39.7% |
| 10Y | +35.8% | +313.4% | -277.5% | -6.5% |
| All | +362.9% | +1,366.2% | -1,003.3% | +132.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling