-21.5%
PFE vs S
-67.4%
+45.9%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.6% | -3.3% | -1.7% |
| 7D | -3.7% | -13.4% | +9.7% | -3.3% |
| 30D | +5.0% | -14.0% | +19.0% | +5.4% |
| 3M | +12.2% | +4.9% | +7.3% | +11.8% |
| 6M | +14.6% | +42.0% | -27.4% | +12.8% |
| YTD | +24.1% | +45.1% | -21.0% | +21.9% |
| 1Y | +26.6% | +33.1% | -6.5% | +24.6% |
| 3Y | +14.3% | +40.6% | -26.3% | +11.5% |
| All | -21.5% | -67.4% | +45.9% | -27.0% |
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