+35.6%
PFE vs ROL
+213.5%
-178.0%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.7% | -1.3% |
| 7D | +1.8% | -1.4% | +3.2% | +2.1% |
| 30D | +10.2% | -4.1% | +14.3% | +11.2% |
| 3M | +12.7% | -22.5% | +35.2% | +18.8% |
| 6M | +10.5% | -37.7% | +48.2% | +22.0% |
| YTD | +20.2% | -39.6% | +59.7% | +33.3% |
| 1Y | +24.1% | -36.0% | +60.1% | +35.6% |
| 3Y | -3.6% | -5.1% | +1.6% | -4.7% |
| 5Y | -20.9% | -3.4% | -17.5% | -23.3% |
| All | +35.6% | +213.5% | -178.0% | -8.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 ROL 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