+35.8%
PFE vs HD
+203.6%
-167.7%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.2% | -1.5% |
| 7D | +1.8% | -2.1% | +3.8% | +2.4% |
| 30D | +10.2% | -8.4% | +18.6% | +13.2% |
| 3M | +12.7% | +4.3% | +8.3% | +10.8% |
| 6M | +10.5% | -11.1% | +21.7% | +14.1% |
| YTD | +20.2% | -4.7% | +24.8% | +21.2% |
| 1Y | +24.1% | -19.8% | +43.9% | +31.9% |
| 3Y | -3.6% | +4.1% | -7.7% | -6.6% |
| 5Y | -20.9% | +10.3% | -31.2% | -26.8% |
| All | +35.8% | +203.6% | -167.7% | -13.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HD.
Daily Out/Under-Performance
Portfolio return minus HD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HD 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 10y: compounded portfolio wealth divided by compounded HD 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…
10y analysis · Full analysis span regression · 6 months rolling