+50.7%
PFE vs Z
-14.8%
+65.5%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.7% | -1.4% | +0.2% |
| 7D | -3.0% | -13.1% | +10.1% | -2.2% |
| 30D | +5.2% | +5.9% | -0.6% | +4.8% |
| 3M | +12.2% | -13.7% | +25.9% | +13.0% |
| 6M | +17.8% | -27.1% | +44.9% | +19.5% |
| YTD | +26.2% | -56.8% | +83.0% | +31.4% |
| 1Y | +23.2% | -60.2% | +83.4% | +28.8% |
| 3Y | +21.3% | -19.7% | +41.0% | +21.0% |
| 5Y | -23.1% | -53.7% | +30.6% | -22.5% |
| 10Y | +50.7% | -16.9% | +67.6% | +33.8% |
| All | +50.7% | -14.8% | +65.5% | +33.8% |
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