+46.2%
PFE vs EWT
+414.5%
-368.2%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.5% | +0.7% |
| 7D | -0.7% | -3.7% | +2.9% | -0.1% |
| 30D | +5.3% | -17.2% | +22.5% | +9.6% |
| 3M | +10.1% | -7.3% | +17.5% | +11.3% |
| 6M | +18.0% | -1.5% | +19.5% | +16.2% |
| YTD | +25.8% | +49.0% | -23.2% | +9.4% |
| 1Y | +28.4% | +50.6% | -22.2% | +11.3% |
| 3Y | +20.9% | +148.9% | -128.0% | -12.0% |
| 5Y | -21.5% | +116.1% | -137.6% | -40.8% |
| 10Y | +46.2% | +427.8% | -381.6% | -23.2% |
| All | +46.2% | +414.5% | -368.2% | -23.2% |
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