+200.9%
PFE vs ET
+1,310.3%
-1,109.3%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | -1.7% | +2.5% | -4.2% | -2.1% |
| 30D | +0.3% | -2.5% | +2.8% | +0.6% |
| 3M | +9.4% | -4.9% | +14.2% | +10.0% |
| 6M | +14.9% | -0.1% | +15.0% | +14.7% |
| YTD | +23.8% | +26.2% | -2.4% | +19.4% |
| 1Y | +19.5% | +25.2% | -5.6% | +15.4% |
| 3Y | +21.0% | +84.2% | -63.2% | +9.8% |
| 5Y | -23.9% | +216.1% | -239.9% | -36.7% |
| 10Y | +47.8% | +160.7% | -112.8% | +20.2% |
| All | +200.9% | +1,310.3% | -1,109.3% | +34.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling