+32.8%
PFE vs HL
+273.7%
-240.9%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.3% |
| 7D | -2.6% | -4.4% | +1.8% | -2.4% |
| 30D | +5.4% | +9.3% | -3.9% | +4.9% |
| 3M | +7.8% | +32.0% | -24.2% | +6.5% |
| 6M | +5.0% | -6.4% | +11.5% | +4.9% |
| YTD | +17.1% | +3.1% | +13.9% | +16.1% |
| 1Y | +19.3% | +77.6% | -58.2% | +15.4% |
| 3Y | -0.9% | +392.8% | -393.8% | -9.4% |
| 5Y | -20.8% | +234.1% | -254.9% | -27.2% |
| All | +32.8% | +273.7% | -240.9% | +11.2% |
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