+14.3%
PFE vs HBM
+348.5%
-334.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.6% | -3.2% | -1.7% |
| 7D | -3.7% | -3.6% | -0.1% | -3.6% |
| 30D | +5.0% | -19.2% | +24.1% | +5.8% |
| 3M | +12.2% | -20.5% | +32.7% | +13.0% |
| 6M | +14.6% | -12.8% | +27.4% | +14.6% |
| YTD | +24.1% | +5.4% | +18.7% | +22.3% |
| 1Y | +26.6% | +33.0% | -6.4% | +23.0% |
| 3Y | +14.3% | +357.3% | -343.0% | +6.7% |
| All | +14.3% | +348.5% | -334.2% | +6.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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