-21.4%
PFE vs ET
+242.4%
-263.7%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.1% |
| 7D | -4.3% | +0.6% | -4.9% | -4.3% |
| 30D | +2.7% | +5.3% | -2.6% | +2.2% |
| 3M | +10.0% | +15.6% | -5.7% | +8.4% |
| 6M | +7.2% | +20.6% | -13.4% | +5.1% |
| YTD | +17.3% | +38.5% | -21.2% | +13.4% |
| 1Y | +20.3% | +35.7% | -15.4% | +16.5% |
| 3Y | -1.6% | +98.4% | -100.0% | -8.6% |
| 5Y | -21.4% | +245.3% | -266.7% | -25.6% |
| All | -21.4% | +242.4% | -263.7% | -25.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling