+14.3%
PFE vs EAT
+486.0%
-471.7%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.9% | +1.2% | -1.5% |
| 7D | -3.7% | -2.6% | -1.1% | -3.6% |
| 30D | +5.0% | +11.5% | -6.5% | +4.5% |
| 3M | +12.2% | -9.1% | +21.3% | +12.5% |
| 6M | +14.6% | +40.4% | -25.8% | +12.7% |
| YTD | +24.1% | +43.9% | -19.8% | +21.6% |
| 1Y | +26.6% | +101.9% | -75.4% | +22.0% |
| 3Y | +14.3% | +489.9% | -475.5% | +1.7% |
| All | +14.3% | +486.0% | -471.7% | +1.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling