-24.0%
PFE vs EXPE
+44.3%
-68.3%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.5% | -2.6% | -2.1% |
| 7D | -2.1% | -4.2% | +2.1% | -1.8% |
| 30D | +3.1% | -4.5% | +7.6% | +3.4% |
| 3M | +11.2% | -19.7% | +30.9% | +12.9% |
| 6M | +15.0% | +18.3% | -3.2% | +13.3% |
| YTD | +23.5% | -7.3% | +30.9% | +23.5% |
| 1Y | +18.9% | -3.9% | +22.8% | +18.4% |
| 3Y | +18.7% | +123.0% | -104.3% | +11.3% |
| 5Y | -24.0% | +47.9% | -72.0% | -31.1% |
| All | -24.0% | +44.3% | -68.3% | -31.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling