-1.6%
PFE vs RSG
+55.3%
-56.9%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.5% | -1.8% | -2.2% |
| 7D | -2.7% | -0.7% | -1.9% | -2.5% |
| 30D | +3.8% | +3.3% | +0.6% | +3.2% |
| 3M | +10.4% | +8.5% | +1.9% | +8.7% |
| 6M | +6.3% | -3.5% | +9.8% | +6.9% |
| YTD | +17.4% | +5.5% | +11.9% | +16.0% |
| 1Y | +21.1% | -1.7% | +22.9% | +21.4% |
| 3Y | -1.6% | +56.9% | -58.5% | -0.5% |
| All | -1.6% | +55.3% | -56.9% | -0.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 3y: compounded portfolio wealth divided by compounded RSG 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…
3y analysis · Full analysis span regression · 6 months rolling