+192.1%
PFE vs ET
+1,435.0%
-1,242.9%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.5% | -1.3% |
| 7D | +1.8% | +0.9% | +0.9% | +1.6% |
| 30D | +10.2% | +7.5% | +2.8% | +9.1% |
| 3M | +12.7% | +11.4% | +1.3% | +10.9% |
| 6M | +10.5% | +18.5% | -8.0% | +7.7% |
| YTD | +20.2% | +37.4% | -17.2% | +14.6% |
| 1Y | +24.1% | +30.9% | -6.9% | +19.1% |
| 3Y | -3.6% | +98.7% | -102.3% | -13.4% |
| 5Y | -20.9% | +230.7% | -251.6% | -34.7% |
| 10Y | +35.8% | +175.6% | -139.7% | +9.4% |
| All | +192.1% | +1,435.0% | -1,242.9% | +29.0% |
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