+46.2%
PFE vs ES
+87.3%
-41.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.3% | +0.4% |
| 7D | -0.7% | +0.9% | -1.6% | -1.0% |
| 30D | +5.3% | +5.9% | -0.6% | +3.2% |
| 3M | +10.1% | -1.0% | +11.2% | +10.3% |
| 6M | +18.0% | +7.2% | +10.9% | +14.8% |
| YTD | +25.8% | +7.0% | +18.8% | +22.0% |
| 1Y | +28.4% | +0.5% | +28.0% | +26.9% |
| 3Y | +20.9% | +48.7% | -27.7% | +2.2% |
| 5Y | -21.5% | +1.9% | -23.4% | -24.4% |
| 10Y | +46.2% | +89.2% | -42.9% | +22.7% |
| All | +46.2% | +87.3% | -41.1% | +22.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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