+719.8%
PFE vs HIG
+997.5%
-277.7%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.2% | -1.7% | +0.1% |
| 7D | -0.7% | +2.1% | -2.8% | -1.0% |
| 30D | +5.3% | +6.7% | -1.4% | +4.4% |
| 3M | +10.1% | -1.9% | +12.1% | +10.4% |
| 6M | +18.0% | +5.3% | +12.7% | +17.0% |
| YTD | +25.8% | +1.3% | +24.5% | +25.3% |
| 1Y | +28.4% | +7.2% | +21.2% | +26.9% |
| 3Y | +20.9% | +96.6% | -75.7% | +9.5% |
| 5Y | -21.5% | +110.0% | -131.5% | -29.9% |
| 10Y | +46.2% | +268.4% | -222.2% | +17.6% |
| All | +719.8% | +997.5% | -277.7% | +246.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling