+3,449.8%
PFE vs ETR
+4,610.8%
-1,160.9%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +10.3% |
| 6M | +17.8% | -0.3% | +18.1% | +17.6% |
| YTD | +26.2% | +23.4% | +2.8% | +17.7% |
| 1Y | +23.2% | +18.5% | +4.7% | +16.3% |
| 3Y | +21.3% | +155.6% | -134.3% | -11.3% |
| 5Y | -23.1% | +158.7% | -181.8% | -44.5% |
| 10Y | +50.7% | +377.8% | -327.1% | -12.0% |
| All | +3,449.8% | +4,610.8% | -1,160.9% | +886.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling