-22.2%
PFE vs RUN
-80.3%
+58.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +3.7% | -6.0% | -2.4% |
| 7D | -2.7% | +10.2% | -12.8% | -2.9% |
| 30D | +3.8% | -9.6% | +13.5% | +4.1% |
| 3M | +10.4% | -31.5% | +41.9% | +11.4% |
| 6M | +6.3% | -18.7% | +25.0% | +6.5% |
| YTD | +17.4% | -49.9% | +67.3% | +18.8% |
| 1Y | +21.1% | -45.5% | +66.6% | +22.1% |
| 3Y | -1.6% | -34.1% | +32.5% | -4.0% |
| 5Y | -22.2% | -79.4% | +57.3% | -28.2% |
| All | -22.2% | -80.3% | +58.1% | -28.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling