+50.7%
PFE vs EXC
+197.6%
-146.9%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.2% |
| 7D | -3.0% | -1.4% | -1.6% | -2.5% |
| 30D | +5.2% | +8.3% | -3.1% | +2.5% |
| 3M | +12.2% | +2.6% | +9.6% | +11.2% |
| 6M | +17.8% | +5.2% | +12.6% | +15.6% |
| YTD | +26.2% | +7.5% | +18.7% | +22.4% |
| 1Y | +23.2% | +3.2% | +20.0% | +21.1% |
| 3Y | +21.3% | +29.5% | -8.3% | +9.0% |
| 5Y | -23.1% | +39.7% | -62.7% | -33.4% |
| 10Y | +50.7% | +200.1% | -149.4% | +10.3% |
| All | +50.7% | +197.6% | -146.9% | +10.3% |
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