+131.8%
PFE vs RSG
+2,015.2%
-1,883.4%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | -0.2% | -1.0% |
| 7D | +1.8% | +0.3% | +1.5% | +1.7% |
| 30D | +10.2% | +7.6% | +2.6% | +8.4% |
| 3M | +12.7% | +7.4% | +5.2% | +10.7% |
| 6M | +10.5% | -3.3% | +13.8% | +11.1% |
| YTD | +20.2% | +6.0% | +14.1% | +18.2% |
| 1Y | +24.1% | -3.7% | +27.7% | +24.7% |
| 3Y | -3.6% | +59.1% | -62.7% | -14.2% |
| 5Y | -20.9% | +89.0% | -109.9% | -32.7% |
| 10Y | +35.8% | +412.5% | -376.7% | -6.9% |
| All | +131.8% | +2,015.2% | -1,883.4% | +29.3% |
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