+3,280.0%
PFE vs ETR
+4,412.2%
-1,132.3%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.8% | -1.1% |
| 7D | +1.8% | +1.4% | +0.3% | +1.3% |
| 30D | +10.2% | +1.0% | +9.2% | +9.8% |
| 3M | +12.7% | -1.3% | +13.9% | +12.9% |
| 6M | +10.5% | +1.9% | +8.7% | +9.4% |
| YTD | +20.2% | +18.2% | +2.0% | +13.6% |
| 1Y | +24.1% | +24.7% | -0.6% | +15.2% |
| 3Y | -3.6% | +150.7% | -154.2% | -29.1% |
| 5Y | -20.9% | +127.0% | -147.9% | -40.6% |
| 10Y | +35.8% | +295.5% | -259.6% | -16.2% |
| All | +3,280.0% | +4,412.2% | -1,132.3% | +851.9% |
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