-21.4%
PFE vs RRX
+16.5%
-37.9%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.5% | +2.5% | +0.2% |
| 7D | -4.3% | -0.7% | -3.6% | -4.2% |
| 30D | +2.7% | -8.0% | +10.7% | +3.4% |
| 3M | +10.0% | -25.1% | +35.0% | +12.2% |
| 6M | +7.2% | -18.3% | +25.4% | +7.8% |
| YTD | +17.3% | +14.2% | +3.2% | +13.6% |
| 1Y | +20.3% | +13.0% | +7.3% | +16.4% |
| 3Y | -1.6% | +4.2% | -5.8% | -5.3% |
| 5Y | -21.4% | +17.9% | -39.2% | -29.2% |
| All | -21.4% | +16.5% | -37.9% | -29.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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