+14.3%
PFE vs EW
+51.9%
-37.6%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.3% | -2.9% | -1.7% |
| 7D | -3.7% | +11.0% | -14.7% | -4.3% |
| 30D | +5.0% | +19.1% | -14.1% | +3.8% |
| 3M | +12.2% | +14.4% | -2.2% | +11.2% |
| 6M | +14.6% | +22.8% | -8.2% | +13.1% |
| YTD | +24.1% | +19.8% | +4.3% | +22.6% |
| 1Y | +26.6% | +23.9% | +2.7% | +24.8% |
| 3Y | +14.3% | +52.2% | -37.9% | +10.4% |
| All | +14.3% | +51.9% | -37.6% | +10.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling