-1.6%
PFE vs ETR
+153.2%
-154.8%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.2% | -3.5% | -2.5% |
| 7D | -2.7% | +1.4% | -4.1% | -2.9% |
| 30D | +3.8% | +1.9% | +2.0% | +3.5% |
| 3M | +10.4% | +1.0% | +9.4% | +10.1% |
| 6M | +6.3% | +4.8% | +1.4% | +5.3% |
| YTD | +17.4% | +19.5% | -2.2% | +13.8% |
| 1Y | +21.1% | +28.1% | -7.0% | +16.0% |
| 3Y | -1.6% | +151.1% | -152.7% | -18.4% |
| All | -1.6% | +153.2% | -154.8% | -18.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling