+41.1%
PFE vs RUN
-23.6%
+64.7%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.1% | -2.8% | -1.7% |
| 7D | -3.7% | +33.4% | -37.1% | -4.8% |
| 30D | +5.0% | +31.1% | -26.2% | +3.8% |
| 3M | +12.2% | +6.4% | +5.8% | +11.7% |
| 6M | +14.6% | -22.2% | +36.8% | +15.1% |
| YTD | +24.1% | -45.8% | +69.9% | +25.6% |
| 1Y | +26.6% | -51.1% | +77.7% | +28.5% |
| 3Y | +14.3% | -3.0% | +17.3% | +8.5% |
| 5Y | -21.9% | -82.2% | +60.3% | -22.5% |
| 10Y | +62.6% | +111.9% | -49.2% | +34.7% |
| All | +41.1% | -23.6% | +64.7% | +19.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling