-2.5%
PFE vs EXPE
+176.2%
-178.7%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.7% | +0.4% | -1.1% |
| 7D | +1.8% | -9.5% | +11.3% | +2.8% |
| 30D | +10.2% | -6.6% | +16.9% | +10.9% |
| 3M | +12.7% | +31.4% | -18.7% | +9.3% |
| 6M | +10.5% | +35.2% | -24.6% | +6.6% |
| YTD | +20.2% | +5.8% | +14.4% | +18.7% |
| 1Y | +24.1% | +38.7% | -14.6% | +18.8% |
| All | -2.5% | +176.2% | -178.7% | -15.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling