+3,449.8%
PFE vs RRX
+4,402.7%
-952.8%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.5% | -1.2% | +0.1% |
| 7D | -3.0% | +5.4% | -8.3% | -3.9% |
| 30D | +5.2% | +12.0% | -6.8% | +2.8% |
| 3M | +12.2% | +6.1% | +6.1% | +10.5% |
| 6M | +17.8% | -13.2% | +31.0% | +18.6% |
| YTD | +26.2% | +31.0% | -4.8% | +17.2% |
| 1Y | +23.2% | +38.8% | -15.6% | +13.1% |
| 3Y | +21.3% | +70.3% | -49.0% | +4.3% |
| 5Y | -23.1% | +15.5% | -38.6% | -30.8% |
| 10Y | +50.7% | +213.7% | -163.0% | +8.7% |
| All | +3,449.8% | +4,402.7% | -952.8% | +1,896.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling