+3,449.8%
PFE vs HD
+34,877.5%
-31,427.6%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.5% | -1.4% | -2.5% |
| 7D | -0.2% | +6.4% | -6.6% | -2.0% |
| 30D | +8.7% | +22.1% | -13.4% | +2.6% |
| 3M | +15.8% | -0.2% | +15.9% | +15.6% |
| 6M | +16.8% | +12.6% | +4.2% | +12.5% |
| YTD | +26.2% | +3.9% | +22.3% | +24.0% |
| 1Y | +29.9% | -3.7% | +33.7% | +30.3% |
| 3Y | +15.9% | +27.9% | -11.9% | +6.3% |
| 5Y | -20.6% | +7.8% | -28.4% | -24.9% |
| 10Y | +65.4% | +269.4% | -204.0% | +7.7% |
| All | +3,449.8% | +34,877.5% | -31,427.6% | +431.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling