+49.6%
PFE vs EW
+236.4%
-186.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.5% | -3.1% | -1.0% |
| 7D | -4.7% | +12.3% | -17.0% | -6.6% |
| 30D | +3.4% | +22.9% | -19.5% | -0.3% |
| 3M | +9.2% | +16.7% | -7.5% | +6.3% |
| 6M | +15.8% | +31.0% | -15.1% | +10.3% |
| YTD | +23.4% | +22.8% | +0.6% | +18.7% |
| 1Y | +25.8% | +25.6% | +0.3% | +20.4% |
| 3Y | +17.8% | +62.0% | -44.1% | +4.2% |
| 5Y | -20.2% | -12.8% | -7.4% | -20.9% |
| 10Y | +49.6% | +239.8% | -190.2% | +10.2% |
| All | +49.6% | +236.4% | -186.8% | +10.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 10y: compounded portfolio wealth divided by compounded EW 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…
10y analysis · Full analysis span regression · 6 months rolling