-21.5%
PFE vs HD
+5.3%
-26.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.8% | +0.2% | -1.2% |
| 7D | -3.7% | +4.3% | -8.0% | -4.8% |
| 30D | +5.0% | +20.2% | -15.2% | +0.1% |
| 3M | +12.2% | -1.0% | +13.2% | +12.3% |
| 6M | +14.6% | +7.9% | +6.7% | +12.0% |
| YTD | +24.1% | +2.0% | +22.1% | +22.9% |
| 1Y | +26.6% | -4.3% | +30.9% | +27.2% |
| 3Y | +14.3% | +25.9% | -11.6% | +7.0% |
| All | -21.5% | +5.3% | -26.8% | -25.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling