-23.8%
PFE vs SFM
+116.0%
-139.7%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.1% | +0.1% |
| 7D | -1.7% | +6.0% | -7.8% | -2.0% |
| 30D | +0.3% | -19.5% | +19.8% | +1.3% |
| 3M | +9.4% | -37.0% | +46.4% | +12.0% |
| 6M | +14.9% | -41.0% | +55.9% | +18.0% |
| YTD | +23.8% | -34.6% | +58.4% | +25.9% |
| 1Y | +19.5% | -36.3% | +55.8% | +21.8% |
| 3Y | +21.0% | +24.5% | -3.5% | +10.8% |
| All | -23.8% | +116.0% | -139.7% | -33.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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