+191.4%
PFE vs EXPE
+727.6%
-536.2%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.9% | +3.2% | -0.9% |
| 7D | -3.7% | -9.3% | +5.6% | -2.5% |
| 30D | +5.0% | +0.1% | +4.8% | +4.7% |
| 3M | +12.2% | -15.3% | +27.5% | +14.3% |
| 6M | +14.6% | +5.5% | +9.1% | +12.8% |
| YTD | +24.1% | -8.0% | +32.1% | +23.7% |
| 1Y | +26.6% | +18.9% | +7.7% | +21.2% |
| 3Y | +14.3% | +135.5% | -121.2% | -3.2% |
| 5Y | -21.9% | +44.3% | -66.2% | -31.3% |
| 10Y | +62.6% | +117.7% | -55.1% | +25.3% |
| All | +191.4% | +727.6% | -536.2% | +41.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling