+42.4%
PFE vs RUN
-25.4%
+67.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.4% | +1.9% | -0.5% |
| 7D | -3.3% | +18.1% | -21.4% | -4.0% |
| 30D | +4.9% | +27.5% | -22.6% | +3.8% |
| 3M | +10.8% | -4.5% | +15.3% | +10.8% |
| 6M | +17.5% | -33.3% | +50.8% | +18.8% |
| YTD | +25.3% | -47.1% | +72.3% | +26.9% |
| 1Y | +27.7% | -43.1% | +70.8% | +28.9% |
| 3Y | +19.6% | -3.0% | +22.6% | +13.5% |
| 5Y | -19.0% | -82.6% | +63.6% | -19.6% |
| 10Y | +51.8% | +103.3% | -51.6% | +25.9% |
| All | +42.4% | -25.4% | +67.8% | +20.2% |
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 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