+23.2%
PFE vs ROL
-33.3%
+56.5%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | -3.0% | +0.8% | -3.7% | -3.1% |
| 30D | +5.2% | +20.6% | -15.4% | +2.5% |
| 3M | +12.2% | +4.5% | +7.8% | +11.4% |
| 6M | +17.8% | -26.5% | +44.3% | +23.1% |
| YTD | +26.2% | -34.8% | +61.0% | +33.1% |
| 1Y | +23.2% | -33.2% | +56.4% | +28.7% |
| All | +23.2% | -33.3% | +56.5% | +28.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling