+19.5%
PFE vs HD
-3.5%
+23.0%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | -1.7% | +1.5% | -3.2% | -2.1% |
| 30D | +0.3% | +18.0% | -17.6% | -3.6% |
| 3M | +9.4% | +2.8% | +6.6% | +8.6% |
| 6M | +14.9% | +17.0% | -2.1% | +10.1% |
| YTD | +23.8% | +3.5% | +20.3% | +23.4% |
| 1Y | +19.5% | -2.6% | +22.1% | +20.7% |
| All | +19.5% | -3.5% | +23.0% | +20.7% |
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