+50.7%
PFE vs EXPE
+121.2%
-70.5%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.4% | -2.1% | 0.0% |
| 7D | -3.0% | -17.8% | +14.8% | -0.8% |
| 30D | +5.2% | -3.2% | +8.4% | +5.4% |
| 3M | +12.2% | -19.0% | +31.2% | +14.6% |
| 6M | +17.8% | +17.7% | +0.1% | +15.0% |
| YTD | +26.2% | -7.8% | +34.0% | +25.9% |
| 1Y | +23.2% | -1.4% | +24.5% | +21.9% |
| 3Y | +21.3% | +121.9% | -100.6% | +7.1% |
| 5Y | -23.1% | +44.3% | -67.4% | -30.3% |
| 10Y | +50.7% | +125.4% | -74.7% | +20.8% |
| All | +50.7% | +121.2% | -70.5% | +20.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 EXPE 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