+35.6%
PFE vs ROP
+10.4%
+25.2%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +3.9% | -1.3% | +2.1% |
| 7D | +4.6% | +11.7% | -7.2% | +3.2% |
| 30D | +12.3% | +35.5% | -23.1% | +8.6% |
| 3M | +21.2% | +25.6% | -4.5% | +18.1% |
| 6M | +21.1% | +39.3% | -18.2% | +17.7% |
| YTD | +30.0% | +11.6% | +18.4% | +25.1% |
| 1Y | +35.6% | +10.6% | +25.0% | +30.7% |
| All | +35.6% | +10.4% | +25.2% | +30.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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