+21.1%
PFE vs EXPE
+28.7%
-7.6%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -7.9% | +5.6% | -1.5% |
| 7D | -2.7% | -9.8% | +7.1% | -1.7% |
| 30D | +3.8% | -11.5% | +15.4% | +5.0% |
| 3M | +10.4% | +21.7% | -11.3% | +8.1% |
| 6M | +6.3% | +10.4% | -4.1% | +4.8% |
| YTD | +17.4% | -2.5% | +19.9% | +17.4% |
| 1Y | +21.1% | +27.3% | -6.2% | +19.9% |
| All | +21.1% | +28.7% | -7.6% | +19.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling