+21.1%
PFE vs RUN
-49.0%
+70.1%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +3.7% | -6.0% | -2.4% |
| 7D | -2.7% | +10.2% | -12.8% | -3.0% |
| 30D | +3.8% | -9.6% | +13.5% | +4.1% |
| 3M | +10.4% | -31.5% | +41.9% | +11.5% |
| 6M | +6.3% | -18.7% | +25.0% | +6.3% |
| YTD | +17.4% | -49.9% | +67.3% | +18.1% |
| 1Y | +21.1% | -45.5% | +66.6% | +22.7% |
| All | +21.1% | -49.0% | +70.1% | +22.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 1y: compounded portfolio wealth divided by compounded RUN 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…
1y analysis · Full analysis span regression · 6 months rolling