+18.9%
PFE vs HD
-3.7%
+22.7%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.9% | -1.2% | -1.9% |
| 7D | -2.1% | -0.5% | -1.6% | -2.0% |
| 30D | +3.1% | +18.5% | -15.4% | -1.1% |
| 3M | +11.2% | +2.2% | +9.0% | +10.6% |
| 6M | +15.0% | +13.8% | +1.2% | +11.1% |
| YTD | +23.5% | +3.4% | +20.1% | +23.1% |
| 1Y | +18.9% | -3.5% | +22.4% | +20.4% |
| All | +18.9% | -3.7% | +22.7% | +20.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling