+48.8%
PFE vs HL
+132.4%
-83.6%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.9% | +2.1% | +0.3% |
| 7D | -1.7% | -11.1% | +9.4% | -1.3% |
| 30D | +0.3% | -12.1% | +12.4% | +0.8% |
| 3M | +9.4% | -26.1% | +35.5% | +10.4% |
| 6M | +14.9% | -37.7% | +52.6% | +16.5% |
| YTD | +23.8% | -31.7% | +55.5% | +24.5% |
| 1Y | +19.5% | -11.6% | +31.2% | +18.8% |
| 3Y | +21.0% | +249.6% | -228.6% | +11.7% |
| 5Y | -23.9% | +108.5% | -132.4% | -29.0% |
| All | +48.8% | +132.4% | -83.6% | +28.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HL.
Daily Out/Under-Performance
Portfolio return minus HL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HL 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 HL 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