+35.6%
PFE vs RNG
+179.4%
-143.8%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.2% | +2.9% | +2.6% |
| 7D | +4.6% | -9.6% | +14.1% | +4.8% |
| 30D | +12.3% | -1.4% | +13.7% | +12.3% |
| 3M | +21.2% | +28.8% | -7.6% | +20.1% |
| 6M | +21.1% | +65.6% | -44.5% | +19.2% |
| YTD | +30.0% | +171.4% | -141.4% | +22.7% |
| 1Y | +35.6% | +185.3% | -149.7% | +25.6% |
| All | +35.6% | +179.4% | -143.8% | +25.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 1y: compounded portfolio wealth divided by compounded RNG 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…
1y analysis · Full analysis span regression · 6 months rolling