+40.9%
PFE vs Z
+6.9%
+34.0%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.4% | +0.8% | -1.5% |
| 7D | -3.7% | -4.6% | +0.9% | -3.5% |
| 30D | +5.0% | +8.3% | -3.4% | +4.4% |
| 3M | +12.2% | -11.6% | +23.8% | +12.8% |
| 6M | +14.6% | -33.6% | +48.2% | +16.8% |
| YTD | +24.1% | -56.7% | +80.8% | +29.2% |
| 1Y | +26.6% | -59.1% | +85.7% | +32.1% |
| 3Y | +14.3% | -20.4% | +34.7% | +14.1% |
| 5Y | -21.9% | -55.3% | +33.3% | -21.1% |
| 10Y | +62.6% | -14.2% | +76.9% | +46.1% |
| All | +40.9% | +6.9% | +34.0% | +23.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling