+14.6%
PFE vs RUN
-25.9%
+40.5%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.1% | -2.8% | -1.6% |
| 7D | -3.7% | +33.4% | -37.1% | -3.5% |
| 30D | +5.0% | +31.1% | -26.2% | +5.1% |
| 3M | +12.2% | +6.4% | +5.8% | +11.9% |
| 6M | +14.6% | -22.2% | +36.8% | +11.9% |
| All | +14.6% | -25.9% | +40.5% | +11.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling