-23.8%
PFE vs EXE
+76.7%
-100.5%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | +0.2% |
| 7D | -1.7% | +5.3% | -7.0% | -2.0% |
| 30D | +0.3% | -2.2% | +2.5% | +0.5% |
| 3M | +9.4% | -5.9% | +15.3% | +9.7% |
| 6M | +14.9% | -5.7% | +20.6% | +15.2% |
| YTD | +23.8% | -17.8% | +41.6% | +25.1% |
| 1Y | +19.5% | -23.1% | +42.7% | +21.4% |
| 3Y | +21.0% | +21.2% | -0.1% | +18.1% |
| All | -23.8% | +76.7% | -100.5% | -22.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 5y: compounded portfolio wealth divided by compounded EXE 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…
5y analysis · Full analysis span regression · 6 months rolling