+23.2%
PFE vs HL
-6.8%
+30.0%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.3% |
| 7D | -3.0% | -5.6% | +2.6% | -2.8% |
| 30D | +5.2% | -16.2% | +21.4% | +5.5% |
| 3M | +12.2% | -20.5% | +32.7% | +12.7% |
| 6M | +17.8% | -31.7% | +49.5% | +18.4% |
| YTD | +26.2% | -26.4% | +52.6% | +24.9% |
| 1Y | +23.2% | -4.3% | +27.5% | +19.3% |
| All | +23.2% | -6.8% | +30.0% | +19.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling