+50.7%
PFE vs ETR
+374.5%
-323.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | +0.1% | +0.2% |
| 7D | -3.0% | +0.1% | -3.0% | -3.0% |
| 30D | +5.2% | +7.7% | -2.5% | +2.9% |
| 3M | +12.2% | +5.7% | +6.5% | +10.2% |
| 6M | +17.8% | -0.3% | +18.1% | +17.6% |
| YTD | +26.2% | +23.4% | +2.8% | +17.3% |
| 1Y | +23.2% | +18.5% | +4.7% | +16.0% |
| 3Y | +21.3% | +155.6% | -134.3% | -13.8% |
| 5Y | -23.1% | +158.7% | -181.8% | -46.2% |
| 10Y | +50.7% | +377.8% | -327.1% | -7.2% |
| All | +50.7% | +374.5% | -323.8% | -7.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 ETR 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