+35.2%
PFE vs USFR
+28.0%
+7.2%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -4.3% | +0.1% | -4.3% | -4.3% |
| 30D | +2.7% | +0.3% | +2.4% | +2.7% |
| 3M | +10.0% | +1.0% | +9.0% | +10.1% |
| 6M | +7.2% | +1.9% | +5.2% | +7.3% |
| YTD | +17.3% | +2.7% | +14.7% | +17.5% |
| 1Y | +20.3% | +4.0% | +16.3% | +20.5% |
| 3Y | -1.6% | +14.0% | -15.7% | -0.9% |
| 5Y | -21.4% | +20.4% | -41.8% | -21.2% |
| 10Y | +35.2% | +28.0% | +7.2% | +30.6% |
| All | +35.2% | +28.0% | +7.2% | +30.6% |
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