-1.6%
PFE vs EWT
+199.6%
-201.2%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.6% | -1.7% | -2.2% |
| 7D | -2.7% | +1.6% | -4.3% | -2.9% |
| 30D | +3.8% | +8.2% | -4.3% | +2.8% |
| 3M | +10.4% | +11.1% | -0.7% | +8.4% |
| 6M | +6.3% | +60.4% | -54.2% | -3.4% |
| YTD | +17.4% | +75.6% | -58.2% | +4.7% |
| 1Y | +21.1% | +91.3% | -70.2% | +6.1% |
| 3Y | -1.6% | +200.3% | -201.9% | -24.6% |
| All | -1.6% | +199.6% | -201.2% | -24.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling