-2.5%
PFE vs ROL
-4.8%
+2.3%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.7% | -1.3% |
| 7D | +1.8% | -1.4% | +3.2% | +1.9% |
| 30D | +10.2% | -4.1% | +14.3% | +10.7% |
| 3M | +12.7% | -22.5% | +35.2% | +16.1% |
| 6M | +10.5% | -37.7% | +48.2% | +16.9% |
| YTD | +20.2% | -39.6% | +59.7% | +27.5% |
| 1Y | +24.1% | -36.0% | +60.1% | +30.7% |
| All | -2.5% | -4.8% | +2.3% | +0.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling