-21.0%
PFE vs EQT
+192.3%
-213.3%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.1% | -0.5% |
| 7D | -4.0% | -1.2% | -2.9% | -4.0% |
| 30D | +3.9% | +1.1% | +2.8% | +3.8% |
| 3M | +9.9% | +4.8% | +5.1% | +9.7% |
| 6M | +5.3% | -10.6% | +15.9% | +5.7% |
| YTD | +16.8% | +3.4% | +13.3% | +16.4% |
| 1Y | +20.4% | +8.7% | +11.8% | +19.8% |
| 3Y | -2.1% | +35.0% | -37.1% | -3.9% |
| 5Y | -21.0% | +204.2% | -225.2% | -23.0% |
| All | -21.0% | +192.3% | -213.3% | -23.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EQT.
Daily Out/Under-Performance
Portfolio return minus EQT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQT 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 5y: compounded portfolio wealth divided by compounded EQT 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…
5y analysis · Full analysis span regression · 6 months rolling