+36.6%
PFE vs RUN
-31.9%
+68.5%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.2% |
| 7D | +1.8% | +1.3% | +0.5% | +1.7% |
| 30D | +10.2% | -15.3% | +25.5% | +10.8% |
| 3M | +12.7% | -40.0% | +52.7% | +14.6% |
| 6M | +10.5% | -27.0% | +37.5% | +11.4% |
| YTD | +20.2% | -51.7% | +71.8% | +22.4% |
| 1Y | +24.1% | -45.9% | +70.0% | +25.4% |
| 3Y | -3.6% | -43.8% | +40.2% | -6.6% |
| 5Y | -20.9% | -80.5% | +59.6% | -21.9% |
| 10Y | +35.8% | +45.3% | -9.4% | +13.9% |
| All | +36.6% | -31.9% | +68.5% | +15.9% |
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 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