-23.1%
PFE vs HD
+7.5%
-30.6%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | -3.0% | -1.2% | -1.8% | -2.7% |
| 30D | +5.2% | +20.9% | -15.7% | +0.2% |
| 3M | +12.2% | -0.2% | +12.4% | +12.1% |
| 6M | +17.8% | +14.5% | +3.3% | +13.3% |
| YTD | +26.2% | +4.3% | +21.9% | +24.2% |
| 1Y | +23.2% | -3.5% | +26.6% | +23.5% |
| 3Y | +21.3% | +30.1% | -8.8% | +12.4% |
| 5Y | -23.1% | +8.5% | -31.6% | -27.9% |
| All | -23.1% | +7.5% | -30.6% | -27.9% |
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