-24.0%
PFE vs RNG
-71.6%
+47.5%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.1% | -3.2% | -2.1% |
| 7D | -2.1% | +2.3% | -4.4% | -2.2% |
| 30D | +3.1% | -3.4% | +6.5% | +3.2% |
| 3M | +11.2% | +20.9% | -9.7% | +10.1% |
| 6M | +15.0% | +82.2% | -67.2% | +11.6% |
| YTD | +23.5% | +164.6% | -141.1% | +17.1% |
| 1Y | +18.9% | +177.0% | -158.1% | +12.4% |
| 3Y | +18.7% | +177.4% | -158.7% | +11.2% |
| 5Y | -24.0% | -72.3% | +48.3% | -36.0% |
| All | -24.0% | -71.6% | +47.5% | -36.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling