+1,452.1%
PFE vs ROP
+25,523.2%
-24,071.1%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.6% | +2.3% | -0.6% |
| 7D | +1.8% | -4.4% | +6.2% | +2.5% |
| 30D | +10.2% | +3.2% | +7.0% | +9.6% |
| 3M | +12.7% | +23.1% | -10.4% | +8.5% |
| 6M | +10.5% | +13.3% | -2.8% | +7.8% |
| YTD | +20.2% | -7.9% | +28.0% | +21.2% |
| 1Y | +24.1% | -22.1% | +46.1% | +28.7% |
| 3Y | -3.6% | -16.8% | +13.2% | -1.4% |
| 5Y | -20.9% | -13.5% | -7.3% | -20.1% |
| 10Y | +35.8% | +137.7% | -101.8% | +15.7% |
| All | +1,452.1% | +25,523.2% | -24,071.1% | +829.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling