-21.5%
PFE vs ROP
+1.1%
-22.6%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.9% | +1.3% | -0.9% |
| 7D | -3.7% | +2.1% | -5.8% | -4.2% |
| 30D | +5.0% | +32.9% | -28.0% | -2.0% |
| 3M | +12.2% | +20.0% | -7.9% | +7.2% |
| 6M | +14.6% | +36.4% | -21.8% | +5.9% |
| YTD | +24.1% | +7.8% | +16.3% | +21.9% |
| 1Y | +26.6% | +8.0% | +18.6% | +24.2% |
| 3Y | +14.3% | -3.5% | +17.8% | +14.8% |
| All | -21.5% | +1.1% | -22.6% | -27.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling