+134.9%
PFE vs EW
+6,974.1%
-6,839.2%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.4% | -1.3% |
| 7D | +1.8% | -0.3% | +2.1% | +1.8% |
| 30D | +10.2% | +1.0% | +9.2% | +10.0% |
| 3M | +12.7% | +2.8% | +9.9% | +12.0% |
| 6M | +10.5% | +5.5% | +5.0% | +9.2% |
| YTD | +20.2% | +5.5% | +14.7% | +18.6% |
| 1Y | +24.1% | +11.0% | +13.0% | +21.2% |
| 3Y | -3.6% | +17.7% | -21.3% | -9.2% |
| 5Y | -20.9% | -25.7% | +4.9% | -20.4% |
| 10Y | +35.8% | +132.8% | -97.0% | +7.0% |
| All | +134.9% | +6,974.1% | -6,839.2% | +6.3% |
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