+32.9%
PFE vs Z
-7.0%
+39.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -6.4% | +4.1% | -2.0% |
| 7D | -2.7% | -3.3% | +0.6% | -2.5% |
| 30D | +3.8% | -3.7% | +7.6% | +4.0% |
| 3M | +10.4% | -7.0% | +17.4% | +10.6% |
| 6M | +6.3% | -29.5% | +35.8% | +8.0% |
| YTD | +17.4% | -52.6% | +69.9% | +21.6% |
| 1Y | +21.1% | -64.0% | +85.1% | +27.3% |
| 3Y | -1.6% | -36.4% | +34.8% | -0.6% |
| 5Y | -22.2% | -65.8% | +43.6% | -20.4% |
| 10Y | +32.9% | -5.8% | +38.7% | +20.1% |
| All | +32.9% | -7.0% | +39.8% | +20.1% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded Z 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling