-22.2%
PFE vs ETR
+129.9%
-152.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.2% | -3.5% | -2.6% |
| 7D | -2.7% | +1.4% | -4.1% | -3.0% |
| 30D | +3.8% | +1.9% | +2.0% | +3.3% |
| 3M | +10.4% | +1.0% | +9.4% | +9.9% |
| 6M | +6.3% | +4.8% | +1.4% | +4.7% |
| YTD | +17.4% | +19.5% | -2.2% | +11.6% |
| 1Y | +21.1% | +28.1% | -7.0% | +13.0% |
| 3Y | -1.6% | +151.1% | -152.7% | -26.7% |
| 5Y | -22.2% | +125.2% | -147.3% | -42.0% |
| All | -22.2% | +129.9% | -152.1% | -42.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling