-21.5%
PFE vs HIG
+104.7%
-126.2%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.3% | +0.6% | -1.0% |
| 7D | -3.7% | +1.1% | -4.8% | -4.0% |
| 30D | +5.0% | +5.6% | -0.6% | +3.4% |
| 3M | +12.2% | -6.9% | +19.0% | +14.4% |
| 6M | +14.6% | +1.3% | +13.3% | +13.9% |
| YTD | +24.1% | -1.5% | +25.6% | +24.1% |
| 1Y | +26.6% | +6.6% | +20.0% | +23.6% |
| 3Y | +14.3% | +91.2% | -76.9% | -6.3% |
| All | -21.5% | +104.7% | -126.2% | -38.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling