+142.7%
PFE vs EW
+7,937.2%
-7,794.5%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.3% | -2.9% | -1.9% |
| 7D | -3.7% | +11.0% | -14.7% | -5.5% |
| 30D | +5.0% | +19.1% | -14.1% | +1.8% |
| 3M | +12.2% | +14.4% | -2.2% | +9.4% |
| 6M | +14.6% | +22.8% | -8.2% | +10.2% |
| YTD | +24.1% | +19.8% | +4.3% | +19.7% |
| 1Y | +26.6% | +23.9% | +2.7% | +21.3% |
| 3Y | +14.3% | +52.2% | -37.9% | +2.8% |
| 5Y | -21.9% | -13.9% | -8.0% | -23.5% |
| 10Y | +62.6% | +241.9% | -179.2% | +20.0% |
| All | +142.7% | +7,937.2% | -7,794.5% | +7.3% |
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