+46.2%
PFE vs HIG
+268.7%
-222.5%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.2% | -1.7% | 0.0% |
| 7D | -0.7% | +2.1% | -2.8% | -1.1% |
| 30D | +5.3% | +6.7% | -1.4% | +3.9% |
| 3M | +10.1% | -1.9% | +12.1% | +10.5% |
| 6M | +18.0% | +5.3% | +12.7% | +16.6% |
| YTD | +25.8% | +1.3% | +24.5% | +25.1% |
| 1Y | +28.4% | +7.2% | +21.2% | +26.2% |
| 3Y | +20.9% | +96.6% | -75.7% | +5.0% |
| 5Y | -21.5% | +110.0% | -131.5% | -33.2% |
| 10Y | +46.2% | +268.4% | -222.2% | +21.5% |
| All | +46.2% | +268.7% | -222.5% | +21.5% |
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