+49.6%
PFE vs HD
+272.9%
-223.3%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.9% | -3.4% | -1.4% |
| 7D | -4.7% | +3.6% | -8.3% | -5.8% |
| 30D | +3.4% | +21.6% | -18.2% | -2.7% |
| 3M | +9.2% | +0.1% | +9.1% | +9.0% |
| 6M | +15.8% | +13.0% | +2.8% | +11.0% |
| YTD | +23.4% | +4.9% | +18.5% | +20.8% |
| 1Y | +25.8% | -2.1% | +27.9% | +25.6% |
| 3Y | +17.8% | +32.6% | -14.7% | +5.7% |
| 5Y | -20.2% | +8.2% | -28.4% | -25.2% |
| 10Y | +49.6% | +257.9% | -208.3% | -3.8% |
| All | +49.6% | +272.9% | -223.3% | -3.8% |
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