+77.6%
PFE vs EWT
+594.1%
-516.5%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.9% | -3.1% | -1.8% |
| 7D | +1.8% | +4.0% | -2.2% | +0.7% |
| 30D | +10.2% | +10.3% | -0.1% | +7.2% |
| 3M | +12.7% | +6.1% | +6.6% | +9.9% |
| 6M | +10.5% | +56.6% | -46.1% | -3.8% |
| YTD | +20.2% | +76.6% | -56.4% | +0.9% |
| 1Y | +24.1% | +97.9% | -73.8% | +0.7% |
| 3Y | -3.6% | +198.0% | -201.5% | -31.3% |
| 5Y | -20.9% | +151.8% | -172.6% | -41.5% |
| 10Y | +35.8% | +514.1% | -478.3% | -24.0% |
| All | +77.6% | +594.1% | -516.5% | -28.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling