+3,391.6%
PFE vs ETR
+4,550.2%
-1,158.6%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.2% | -1.9% | -1.7% |
| 7D | -3.7% | +0.4% | -4.1% | -3.8% |
| 30D | +5.0% | +7.5% | -2.6% | +2.7% |
| 3M | +12.2% | +4.4% | +7.7% | +10.6% |
| 6M | +14.6% | -1.5% | +16.1% | +14.8% |
| YTD | +24.1% | +21.8% | +2.4% | +16.2% |
| 1Y | +26.6% | +18.4% | +8.2% | +19.5% |
| 3Y | +14.3% | +148.5% | -134.2% | -15.6% |
| 5Y | -21.9% | +152.6% | -174.5% | -43.2% |
| 10Y | +62.6% | +354.5% | -291.8% | -3.8% |
| All | +3,391.6% | +4,550.2% | -1,158.6% | +874.0% |
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 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