+3,391.6%
PFE vs ROL
+9,562.4%
-6,170.8%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.1% | +0.4% | -1.2% |
| 7D | -3.7% | +9.5% | -13.2% | -5.8% |
| 30D | +5.0% | +22.9% | -18.0% | -0.1% |
| 3M | +12.2% | +3.5% | +8.6% | +10.9% |
| 6M | +14.6% | -29.4% | +44.0% | +23.4% |
| YTD | +24.1% | -36.1% | +60.2% | +36.5% |
| 1Y | +26.6% | -34.4% | +60.9% | +38.3% |
| 3Y | +14.3% | +4.0% | +10.3% | +10.9% |
| 5Y | -21.9% | +13.2% | -35.1% | -26.9% |
| 10Y | +62.6% | +219.7% | -157.0% | +14.7% |
| All | +3,391.6% | +9,562.4% | -6,170.8% | +884.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling