+35.6%
PFE vs EXC
+152.8%
-117.3%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | -0.2% | -0.9% |
| 7D | +1.8% | +0.3% | +1.5% | +1.7% |
| 30D | +10.2% | -3.7% | +14.0% | +11.5% |
| 3M | +12.7% | -1.3% | +14.0% | +12.9% |
| 6M | +10.5% | -9.7% | +20.2% | +13.8% |
| YTD | +20.2% | +2.9% | +17.3% | +18.4% |
| 1Y | +24.1% | +4.4% | +19.7% | +21.5% |
| 3Y | -3.6% | +22.2% | -25.8% | -11.4% |
| 5Y | -20.9% | +46.7% | -67.6% | -32.3% |
| All | +35.6% | +152.8% | -117.3% | +6.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC 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 EXC 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