-7.2%
T vs PFE
+19.4%
-26.7%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.3% | +2.0% | 0.0% |
| 7D | -1.5% | -2.7% | +1.1% | -1.2% |
| 30D | +7.6% | +3.8% | +3.8% | +7.1% |
| 3M | +15.3% | +10.4% | +4.9% | +13.7% |
| 6M | -8.5% | +6.3% | -14.7% | -9.6% |
| YTD | +6.8% | +17.4% | -10.6% | +4.1% |
| 1Y | -7.2% | +21.1% | -28.4% | -10.1% |
| All | -7.2% | +19.4% | -26.7% | -10.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PFE.
Daily Out/Under-Performance
Portfolio return minus PFE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFE 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 1y: compounded portfolio wealth divided by compounded PFE 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…
1y analysis · Full analysis span regression · 6 months rolling