+48.8%
PFE vs HIG
+261.7%
-212.9%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | +0.1% |
| 7D | -1.7% | +2.6% | -4.3% | -2.2% |
| 30D | +0.3% | +4.2% | -3.8% | -0.5% |
| 3M | +9.4% | +0.2% | +9.2% | +9.2% |
| 6M | +14.9% | +4.6% | +10.3% | +13.6% |
| YTD | +23.8% | +1.1% | +22.7% | +23.2% |
| 1Y | +19.5% | +4.7% | +14.8% | +18.0% |
| 3Y | +21.0% | +95.5% | -74.4% | +5.2% |
| 5Y | -23.9% | +111.7% | -135.5% | -35.3% |
| All | +48.8% | +261.7% | -212.9% | +22.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 10y: compounded portfolio wealth divided by compounded HIG 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…
10y analysis · Full analysis span regression · 6 months rolling