+14.3%
PFE vs USFR
+14.4%
-0.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.7% | -1.6% |
| 7D | -3.7% | +0.1% | -3.8% | -3.6% |
| 30D | +5.0% | +0.4% | +4.6% | +5.4% |
| 3M | +12.2% | +1.1% | +11.1% | +13.3% |
| 6M | +14.6% | +2.1% | +12.5% | +16.8% |
| YTD | +24.1% | +3.4% | +20.7% | +27.1% |
| 1Y | +26.6% | +4.1% | +22.5% | +29.3% |
| 3Y | +14.3% | +14.4% | -0.1% | +37.7% |
| All | +14.3% | +14.4% | -0.1% | +37.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling