+49.6%
PFE vs ROL
+222.1%
-172.5%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.1% | -2.6% | -1.0% |
| 7D | -4.7% | +7.5% | -12.2% | -6.2% |
| 30D | +3.4% | +21.1% | -17.8% | -0.8% |
| 3M | +9.2% | +3.1% | +6.1% | +8.3% |
| 6M | +15.8% | -27.4% | +43.3% | +23.4% |
| YTD | +23.4% | -34.7% | +58.2% | +34.3% |
| 1Y | +25.8% | -32.9% | +58.8% | +36.1% |
| 3Y | +17.8% | +6.1% | +11.7% | +13.7% |
| 5Y | -20.2% | +16.3% | -36.5% | -26.0% |
| 10Y | +49.6% | +214.9% | -165.3% | +15.4% |
| All | +49.6% | +222.1% | -172.5% | +15.4% |
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