+48.8%
PFE vs ETR
+378.9%
-330.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | -1.7% | +1.2% | -2.9% | -2.1% |
| 30D | +0.3% | +7.0% | -6.7% | -1.7% |
| 3M | +9.4% | +4.6% | +4.8% | +7.8% |
| 6M | +14.9% | +0.1% | +14.8% | +14.6% |
| YTD | +23.8% | +23.2% | +0.6% | +15.2% |
| 1Y | +19.5% | +20.6% | -1.1% | +11.9% |
| 3Y | +21.0% | +156.3% | -135.2% | -14.1% |
| 5Y | -23.9% | +159.6% | -183.5% | -46.8% |
| All | +48.8% | +378.9% | -330.1% | -8.8% |
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