+32.5%
PFE vs ET
+179.3%
-146.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.5% |
| 7D | -4.0% | +1.4% | -5.4% | -4.2% |
| 30D | +3.9% | +4.6% | -0.7% | +3.2% |
| 3M | +9.9% | +16.0% | -6.1% | +7.6% |
| 6M | +5.3% | +22.8% | -17.5% | +2.2% |
| YTD | +16.8% | +38.9% | -22.1% | +11.4% |
| 1Y | +20.4% | +34.1% | -13.7% | +15.4% |
| 3Y | -2.1% | +98.8% | -100.9% | -11.8% |
| 5Y | -21.0% | +246.8% | -267.8% | -34.7% |
| All | +32.5% | +179.3% | -146.8% | +5.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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