-20.2%
PFE vs HL
+162.0%
-182.2%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.5% | -5.1% | -0.7% |
| 7D | -4.7% | +13.8% | -18.5% | -5.2% |
| 30D | +3.4% | -9.7% | +13.1% | +3.6% |
| 3M | +9.2% | -8.5% | +17.8% | +9.4% |
| 6M | +15.8% | -17.2% | +33.0% | +16.1% |
| YTD | +23.4% | -19.6% | +43.1% | +23.3% |
| 1Y | +25.8% | +11.1% | +14.7% | +23.9% |
| 3Y | +17.8% | +299.7% | -281.8% | +7.2% |
| 5Y | -20.2% | +156.5% | -176.7% | -30.2% |
| All | -20.2% | +162.0% | -182.2% | -30.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling