+35.2%
PFE vs EXPE
+153.6%
-118.3%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | 0.0% |
| 7D | -4.3% | -11.5% | +7.2% | -3.0% |
| 30D | +2.7% | -13.1% | +15.8% | +4.2% |
| 3M | +10.0% | +18.1% | -8.2% | +7.6% |
| 6M | +7.2% | +13.3% | -6.1% | +5.2% |
| YTD | +17.3% | -3.2% | +20.6% | +16.7% |
| 1Y | +20.3% | +26.1% | -5.8% | +15.7% |
| 3Y | -1.6% | +151.7% | -153.3% | -14.3% |
| 5Y | -21.4% | +88.3% | -109.7% | -31.4% |
| 10Y | +35.2% | +158.0% | -122.8% | +5.5% |
| All | +35.2% | +153.6% | -118.3% | +5.5% |
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