-20.7%
PFE vs EXPE
+111.8%
-132.5%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.7% | +0.4% | -1.1% |
| 7D | +1.8% | -9.5% | +11.3% | +2.6% |
| 30D | +10.2% | -6.6% | +16.9% | +10.8% |
| 3M | +12.7% | +31.4% | -18.7% | +9.9% |
| 6M | +10.5% | +35.2% | -24.6% | +7.3% |
| YTD | +20.2% | +5.8% | +14.4% | +18.8% |
| 1Y | +24.1% | +38.7% | -14.6% | +19.8% |
| 3Y | -3.6% | +175.8% | -179.3% | -12.8% |
| All | -20.7% | +111.8% | -132.5% | -31.5% |
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 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