+49.6%
PFE vs Z
-11.7%
+61.3%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.8% | -4.3% | -0.8% |
| 7D | -4.7% | -5.2% | +0.5% | -4.4% |
| 30D | +3.4% | +5.7% | -2.4% | +3.0% |
| 3M | +9.2% | -8.7% | +18.0% | +9.6% |
| 6M | +15.8% | -26.0% | +41.8% | +17.4% |
| YTD | +23.4% | -55.0% | +78.5% | +28.2% |
| 1Y | +25.8% | -58.0% | +83.8% | +31.0% |
| 3Y | +17.8% | -15.2% | +33.0% | +17.2% |
| 5Y | -20.2% | -53.8% | +33.6% | -19.5% |
| 10Y | +49.6% | -14.5% | +64.1% | +35.4% |
| All | +49.6% | -11.7% | +61.3% | +35.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling