+26.6%
PFE vs ROP
+8.5%
+18.1%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.9% | +1.3% | -1.2% |
| 7D | -3.7% | +2.1% | -5.8% | -3.9% |
| 30D | +5.0% | +32.9% | -28.0% | +1.7% |
| 3M | +12.2% | +20.3% | -8.2% | +9.9% |
| 6M | +14.6% | +36.8% | -22.2% | +11.6% |
| YTD | +24.1% | +8.1% | +16.0% | +20.1% |
| 1Y | +26.6% | +8.3% | +18.3% | +22.4% |
| All | +26.6% | +8.5% | +18.1% | +22.4% |
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