+3,391.6%
PFE vs EXC
+2,465.1%
+926.6%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.0% | +0.3% | -1.1% |
| 7D | -3.7% | -1.2% | -2.5% | -3.4% |
| 30D | +5.0% | +10.0% | -5.0% | +2.2% |
| 3M | +12.2% | +1.6% | +10.6% | +11.5% |
| 6M | +14.6% | +3.3% | +11.3% | +13.3% |
| YTD | +24.1% | +7.6% | +16.6% | +21.0% |
| 1Y | +26.6% | +3.5% | +23.1% | +24.6% |
| 3Y | +14.3% | +27.7% | -13.3% | +5.0% |
| 5Y | -21.9% | +41.1% | -63.0% | -30.9% |
| 10Y | +62.6% | +178.2% | -115.6% | +15.8% |
| All | +3,391.6% | +2,465.1% | +926.6% | +1,210.5% |
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 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