+3,391.6%
PFE vs RRC
+1,414.2%
+1,977.5%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.9% | +1.3% | -1.5% |
| 7D | -3.7% | -10.8% | +7.1% | -3.0% |
| 30D | +5.0% | +22.3% | -17.4% | +3.5% |
| 3M | +12.2% | +26.6% | -14.4% | +10.3% |
| 6M | +14.6% | +18.9% | -4.4% | +13.0% |
| YTD | +24.1% | +39.2% | -15.1% | +21.1% |
| 1Y | +26.6% | +34.0% | -7.4% | +23.7% |
| 3Y | +14.3% | +42.0% | -27.7% | +10.6% |
| 5Y | -21.9% | +111.9% | -133.8% | -27.6% |
| 10Y | +62.6% | +62.8% | -0.1% | +42.7% |
| All | +3,391.6% | +1,414.2% | +1,977.5% | +2,513.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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