+49.6%
PFE vs USFR
+28.5%
+21.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | -4.7% | +0.1% | -4.8% | -4.7% |
| 30D | +3.4% | +0.4% | +3.0% | +3.4% |
| 3M | +9.2% | +1.1% | +8.2% | +9.3% |
| 6M | +15.8% | +2.0% | +13.8% | +16.1% |
| YTD | +23.4% | +3.4% | +20.0% | +23.9% |
| 1Y | +25.8% | +4.1% | +21.7% | +26.3% |
| 3Y | +17.8% | +14.3% | +3.5% | +19.4% |
| 5Y | -20.2% | +21.3% | -41.5% | -19.4% |
| 10Y | +49.6% | +28.5% | +21.1% | +48.7% |
| All | +49.6% | +28.5% | +21.1% | +48.7% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 10y: compounded portfolio wealth divided by compounded USFR 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…
10y analysis · Full analysis span regression · 6 months rolling