+1,503.4%
PFE vs ROP
+29,884.4%
-28,381.0%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.9% | +1.3% | -1.1% |
| 7D | -3.7% | +2.1% | -5.8% | -4.1% |
| 30D | +5.0% | +32.9% | -28.0% | -0.2% |
| 3M | +12.2% | +20.0% | -7.9% | +8.5% |
| 6M | +14.6% | +36.4% | -21.8% | +8.1% |
| YTD | +24.1% | +7.8% | +16.3% | +21.6% |
| 1Y | +26.6% | +8.0% | +18.6% | +23.9% |
| 3Y | +14.3% | -3.5% | +17.8% | +13.7% |
| 5Y | -21.9% | +1.5% | -23.4% | -23.4% |
| 10Y | +62.6% | +198.5% | -135.8% | +33.3% |
| All | +1,503.4% | +29,884.4% | -28,381.0% | +833.4% |
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 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