-24.0%
PFE vs S
-70.0%
+46.0%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -6.3% | +4.2% | -1.9% |
| 7D | -2.1% | +4.1% | -6.2% | -2.2% |
| 30D | +3.1% | -7.2% | +10.3% | +3.3% |
| 3M | +11.2% | 0.0% | +11.2% | +10.9% |
| 6M | +15.0% | +41.6% | -26.6% | +13.2% |
| YTD | +23.5% | +48.6% | -25.1% | +21.1% |
| 1Y | +18.9% | +30.0% | -11.1% | +17.0% |
| 3Y | +18.7% | +42.2% | -23.4% | +15.5% |
| 5Y | -24.0% | -70.8% | +46.8% | -29.2% |
| All | -24.0% | -70.0% | +46.0% | -29.2% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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