+48.8%
PFE vs EWT
+448.9%
-400.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | -1.7% | +9.1% | -10.8% | -3.7% |
| 30D | +0.3% | -12.2% | +12.6% | +3.0% |
| 3M | +9.4% | -9.4% | +18.8% | +11.2% |
| 6M | +14.9% | +2.7% | +12.2% | +11.9% |
| YTD | +23.8% | +53.3% | -29.5% | +7.0% |
| 1Y | +19.5% | +59.2% | -39.6% | +2.1% |
| 3Y | +21.0% | +157.1% | -136.1% | -12.6% |
| 5Y | -23.9% | +119.6% | -143.5% | -42.7% |
| All | +48.8% | +448.9% | -400.1% | -20.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EWT.
Daily Out/Under-Performance
Portfolio return minus EWT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWT 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 EWT 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