+49.6%
PFE vs ROP
+189.6%
-140.0%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.2% |
| 7D | -4.7% | -1.6% | -3.0% | -4.2% |
| 30D | +3.4% | +29.5% | -26.2% | -5.0% |
| 3M | +9.2% | +17.5% | -8.3% | +3.4% |
| 6M | +15.8% | +38.1% | -22.3% | +3.5% |
| YTD | +23.4% | +7.0% | +16.5% | +19.7% |
| 1Y | +25.8% | +6.5% | +19.3% | +22.1% |
| 3Y | +17.8% | -5.5% | +23.3% | +17.9% |
| 5Y | -20.2% | -0.4% | -19.8% | -22.8% |
| 10Y | +49.6% | +183.6% | -134.0% | -7.9% |
| All | +49.6% | +189.6% | -140.0% | -7.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling