+49.6%
PFE vs EAT
+375.0%
-325.4%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +0.9% | -0.5% |
| 7D | -4.7% | -3.9% | -0.8% | -4.5% |
| 30D | +3.4% | +5.0% | -1.6% | +3.0% |
| 3M | +9.2% | -9.6% | +18.9% | +9.6% |
| 6M | +15.8% | +46.8% | -30.9% | +12.8% |
| YTD | +23.4% | +41.8% | -18.4% | +20.2% |
| 1Y | +25.8% | +98.3% | -72.5% | +20.0% |
| 3Y | +17.8% | +503.1% | -485.2% | +3.4% |
| 5Y | -20.2% | +356.7% | -376.8% | -29.8% |
| 10Y | +49.6% | +349.8% | -300.2% | +27.1% |
| All | +49.6% | +375.0% | -325.4% | +27.1% |
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