+32.9%
PFE vs EAT
+373.3%
-340.4%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.4% | +1.0% | -2.1% |
| 7D | -2.7% | -4.9% | +2.2% | -2.4% |
| 30D | +3.8% | -1.2% | +5.1% | +3.8% |
| 3M | +10.4% | +52.2% | -41.9% | +7.5% |
| 6M | +6.3% | +65.0% | -58.8% | +2.7% |
| YTD | +17.4% | +55.0% | -37.7% | +13.8% |
| 1Y | +21.1% | +42.1% | -20.9% | +17.8% |
| 3Y | -1.6% | +614.7% | -616.3% | -14.7% |
| 5Y | -22.2% | +322.7% | -344.9% | -31.3% |
| 10Y | +32.9% | +382.0% | -349.2% | +16.9% |
| All | +32.9% | +373.3% | -340.4% | +16.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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