-0.7%
PFE vs HIG
+101.4%
-102.2%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.2% |
| 7D | -4.3% | -0.5% | -3.8% | -4.1% |
| 30D | +2.7% | -2.8% | +5.5% | +3.5% |
| 3M | +10.0% | +6.3% | +3.6% | +7.9% |
| 6M | +7.2% | -0.1% | +7.3% | +6.9% |
| YTD | +17.3% | +0.4% | +16.9% | +16.7% |
| 1Y | +20.3% | +6.2% | +14.1% | +17.5% |
| All | -0.7% | +101.4% | -102.2% | -23.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling