+36.4%
PFE vs Z
+25.1%
+11.3%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.1% | +0.9% | -1.1% |
| 7D | +1.8% | -3.0% | +4.8% | +1.9% |
| 30D | +10.2% | -4.2% | +14.4% | +10.4% |
| 3M | +12.7% | -3.7% | +16.4% | +12.7% |
| 6M | +10.5% | -24.5% | +35.0% | +11.9% |
| YTD | +20.2% | -49.3% | +69.5% | +24.1% |
| 1Y | +24.1% | -58.7% | +82.7% | +29.4% |
| 3Y | -3.6% | -34.1% | +30.6% | -2.8% |
| 5Y | -20.9% | -64.5% | +43.7% | -19.2% |
| 10Y | +35.8% | -0.5% | +36.3% | +21.1% |
| All | +36.4% | +25.1% | +11.3% | +18.6% |
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