+50.7%
PFE vs HD
+247.4%
-196.7%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | -3.0% | -1.2% | -1.8% | -2.6% |
| 30D | +5.2% | +20.9% | -15.7% | -0.8% |
| 3M | +12.2% | -0.2% | +12.4% | +12.1% |
| 6M | +17.8% | +14.5% | +3.3% | +12.4% |
| YTD | +26.2% | +4.3% | +21.9% | +23.7% |
| 1Y | +23.2% | -3.5% | +26.6% | +23.5% |
| 3Y | +21.3% | +30.1% | -8.8% | +9.5% |
| 5Y | -23.1% | +8.5% | -31.6% | -28.0% |
| 10Y | +50.7% | +245.3% | -194.6% | +1.4% |
| All | +50.7% | +247.4% | -196.7% | +1.4% |
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