+49.6%
PFE vs EXPE
+119.8%
-70.2%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | -4.7% | -13.3% | +8.6% | -3.2% |
| 30D | +3.4% | -5.5% | +8.9% | +3.9% |
| 3M | +9.2% | -16.5% | +25.7% | +11.1% |
| 6M | +15.8% | +13.1% | +2.7% | +13.6% |
| YTD | +23.4% | -8.0% | +31.4% | +23.3% |
| 1Y | +25.8% | +1.1% | +24.7% | +24.2% |
| 3Y | +17.8% | +131.2% | -113.3% | +3.5% |
| 5Y | -20.2% | +39.8% | -59.9% | -27.4% |
| 10Y | +49.6% | +118.5% | -68.9% | +19.5% |
| All | +49.6% | +119.8% | -70.2% | +19.5% |
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