+48.5%
PFE vs EAT
+319.3%
-270.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.6% | -0.6% | -2.0% |
| 7D | -2.1% | -7.1% | +5.0% | -1.7% |
| 30D | +3.1% | -2.3% | +5.4% | +3.2% |
| 3M | +11.2% | -19.6% | +30.8% | +12.4% |
| 6M | +15.0% | +46.0% | -31.0% | +12.1% |
| YTD | +23.5% | +37.7% | -14.2% | +20.5% |
| 1Y | +18.9% | +73.8% | -54.9% | +14.3% |
| 3Y | +18.7% | +482.1% | -463.3% | +4.4% |
| 5Y | -24.0% | +362.5% | -386.5% | -33.3% |
| All | +48.5% | +319.3% | -270.8% | +20.6% |
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