+81.2%
PFE vs RNG
+327.7%
-246.6%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.9% | +2.6% | -1.0% |
| 7D | +1.8% | +5.8% | -4.0% | +1.4% |
| 30D | +10.2% | +19.6% | -9.4% | +8.9% |
| 3M | +12.7% | +67.0% | -54.3% | +8.7% |
| 6M | +10.5% | +88.4% | -77.8% | +5.4% |
| YTD | +20.2% | +155.5% | -135.3% | +11.6% |
| 1Y | +24.1% | +141.7% | -117.6% | +15.5% |
| 3Y | -3.6% | +131.1% | -134.6% | -11.3% |
| 5Y | -20.9% | -70.6% | +49.7% | -18.7% |
| 10Y | +35.8% | +228.2% | -192.4% | +4.2% |
| All | +81.2% | +327.7% | -246.6% | +35.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling