+24.0%
PFE vs ROP
-20.9%
+44.9%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.6% | +2.3% | -0.9% |
| 7D | +1.8% | -4.4% | +6.2% | +2.2% |
| 30D | +10.2% | +3.2% | +7.0% | +9.8% |
| 3M | +12.7% | +23.1% | -10.4% | +10.8% |
| 6M | +10.5% | +13.3% | -2.8% | +9.6% |
| YTD | +20.2% | -7.9% | +28.0% | +19.8% |
| All | +24.0% | -20.9% | +44.9% | +26.0% |
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