-1.6%
PFE vs Z
-37.5%
+35.9%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -6.4% | +4.1% | -1.9% |
| 7D | -2.7% | -3.3% | +0.6% | -2.4% |
| 30D | +3.8% | -3.7% | +7.6% | +4.1% |
| 3M | +10.4% | -7.0% | +17.4% | +10.6% |
| 6M | +6.3% | -29.5% | +35.8% | +8.1% |
| YTD | +17.4% | -52.6% | +69.9% | +22.1% |
| 1Y | +21.1% | -64.0% | +85.1% | +28.2% |
| 3Y | -1.6% | -36.4% | +34.8% | +1.2% |
| All | -1.6% | -37.5% | +35.9% | +1.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling