+20.9%
PFE vs EXC
+29.1%
-8.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.5% |
| 7D | -0.7% | +0.1% | -0.8% | -0.7% |
| 30D | +5.3% | +9.0% | -3.7% | +3.6% |
| 3M | +10.1% | +3.3% | +6.8% | +9.4% |
| 6M | +18.0% | +5.7% | +12.4% | +16.7% |
| YTD | +25.8% | +7.3% | +18.5% | +23.6% |
| 1Y | +28.4% | +2.9% | +25.5% | +27.4% |
| 3Y | +20.9% | +29.3% | -8.4% | +13.0% |
| All | +20.9% | +29.1% | -8.2% | +13.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling