-23.8%
PFE vs HD
+5.7%
-29.5%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -3.9% |
| 3M | +9.4% | +2.8% | +6.6% | +8.5% |
| 6M | +14.9% | +17.0% | -2.1% | +9.9% |
| YTD | +23.8% | +3.5% | +20.3% | +22.1% |
| 1Y | +19.5% | -2.6% | +22.1% | +19.6% |
| 3Y | +21.0% | +30.7% | -9.7% | +12.0% |
| All | -23.8% | +5.7% | -29.5% | -27.8% |
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 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