+3,280.0%
PFE vs EXC
+2,353.7%
+926.2%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +11.4% |
| 3M | +12.7% | -1.3% | +14.0% | +12.9% |
| 6M | +10.5% | -9.7% | +20.2% | +13.5% |
| YTD | +20.2% | +2.9% | +17.3% | +18.6% |
| 1Y | +24.1% | +4.4% | +19.7% | +21.9% |
| 3Y | -3.6% | +22.2% | -25.8% | -10.4% |
| 5Y | -20.9% | +46.7% | -67.6% | -30.7% |
| 10Y | +35.8% | +155.3% | -119.5% | -0.9% |
| All | +3,280.0% | +2,353.7% | +926.2% | +1,185.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling