-22.2%
PFE vs HL
+241.1%
-263.2%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.1% | -1.3% | -2.3% |
| 7D | -2.7% | +7.1% | -9.7% | -2.9% |
| 30D | +3.8% | +21.4% | -17.6% | +3.0% |
| 3M | +10.4% | +37.4% | -27.1% | +8.8% |
| 6M | +6.3% | +0.4% | +5.9% | +5.8% |
| YTD | +17.4% | +6.7% | +10.7% | +16.1% |
| 1Y | +21.1% | +102.4% | -81.2% | +16.0% |
| 3Y | -1.6% | +417.4% | -419.0% | -11.7% |
| 5Y | -22.2% | +243.3% | -265.5% | -30.5% |
| All | -22.2% | +241.1% | -263.2% | -30.5% |
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