+138.9%
PFE vs RSG
+2,310.6%
-2,171.8%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -1.7% | +2.5% | -4.2% | -2.3% |
| 30D | +0.3% | +12.7% | -12.4% | -2.4% |
| 3M | +9.4% | +17.9% | -8.6% | +5.2% |
| 6M | +14.9% | +25.0% | -10.1% | +8.9% |
| YTD | +23.8% | +20.8% | +3.0% | +18.1% |
| 1Y | +19.5% | +24.3% | -4.8% | +13.2% |
| 3Y | +21.0% | +65.3% | -44.2% | +6.7% |
| 5Y | -23.9% | +99.1% | -122.9% | -36.1% |
| 10Y | +47.8% | +452.4% | -404.5% | -0.7% |
| All | +138.9% | +2,310.6% | -2,171.8% | +29.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling