+65.1%
PFE vs USFR
+27.5%
+37.6%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.3% | -1.3% |
| 7D | +1.8% | +0.1% | +1.7% | +1.7% |
| 30D | +10.2% | +0.3% | +9.9% | +10.2% |
| 3M | +12.7% | +1.0% | +11.7% | +12.5% |
| 6M | +10.5% | +1.9% | +8.6% | +10.2% |
| YTD | +20.2% | +2.6% | +17.5% | +19.6% |
| 1Y | +24.1% | +4.0% | +20.1% | +23.3% |
| 3Y | -3.6% | +14.1% | -17.7% | -5.6% |
| 5Y | -20.9% | +20.4% | -41.3% | -23.4% |
| 10Y | +35.8% | +28.0% | +7.8% | +29.6% |
| All | +65.1% | +27.5% | +37.6% | +55.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling