+60.6%
PFE vs EXC
+175.8%
-115.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.0% | +0.3% | -1.0% |
| 7D | -3.7% | -1.2% | -2.5% | -3.3% |
| 30D | +5.0% | +10.0% | -5.0% | +1.9% |
| 3M | +12.2% | +1.6% | +10.6% | +11.5% |
| 6M | +14.6% | +3.3% | +11.3% | +13.2% |
| YTD | +24.1% | +7.6% | +16.6% | +20.6% |
| 1Y | +26.6% | +3.5% | +23.1% | +24.4% |
| 3Y | +14.3% | +27.7% | -13.3% | +3.7% |
| 5Y | -21.9% | +41.1% | -63.0% | -32.1% |
| All | +60.6% | +175.8% | -115.1% | +30.2% |
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