+195.4%
PFE vs EXPE
+710.1%
-514.7%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.1% | +2.5% | +0.7% |
| 7D | -0.7% | -11.2% | +10.5% | +0.8% |
| 30D | +5.3% | -7.5% | +12.8% | +6.3% |
| 3M | +10.1% | -19.1% | +29.2% | +13.0% |
| 6M | +18.0% | +10.7% | +7.3% | +15.4% |
| YTD | +25.8% | -9.9% | +35.7% | +25.8% |
| 1Y | +28.4% | -4.6% | +33.1% | +27.2% |
| 3Y | +20.9% | +116.8% | -95.9% | +3.7% |
| 5Y | -21.5% | +38.6% | -60.1% | -30.5% |
| 10Y | +46.2% | +115.9% | -69.6% | +12.7% |
| All | +195.4% | +710.1% | -514.7% | +44.1% |
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 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