+146.0%
PFE vs EW
+8,084.4%
-7,938.4%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.1% | +0.6% |
| 7D | -0.7% | +9.3% | -10.0% | -2.3% |
| 30D | +5.3% | +22.1% | -16.7% | +1.7% |
| 3M | +10.1% | +13.0% | -2.9% | +7.7% |
| 6M | +18.0% | +30.1% | -12.0% | +12.3% |
| YTD | +25.8% | +22.0% | +3.8% | +20.9% |
| 1Y | +28.4% | +23.7% | +4.7% | +23.1% |
| 3Y | +20.9% | +62.0% | -41.1% | +7.5% |
| 5Y | -21.5% | -12.4% | -9.1% | -23.4% |
| 10Y | +46.2% | +236.1% | -189.8% | +8.2% |
| All | +146.0% | +8,084.4% | -7,938.4% | +8.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling