+32.5%
PFE vs RNG
+223.4%
-191.0%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | -0.4% |
| 7D | -4.0% | -9.6% | +5.6% | -3.5% |
| 30D | +3.9% | +8.8% | -4.9% | +3.3% |
| 3M | +9.9% | +78.6% | -68.7% | +6.0% |
| 6M | +5.3% | +70.3% | -65.0% | +1.5% |
| YTD | +16.8% | +140.3% | -123.6% | +9.7% |
| 1Y | +20.4% | +126.6% | -106.2% | +13.3% |
| 3Y | -2.1% | +120.2% | -122.3% | -8.9% |
| 5Y | -21.0% | -68.3% | +47.3% | -20.0% |
| All | +32.5% | +223.4% | -191.0% | +1.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling