+3,280.0%
PFE vs HL
+62.0%
+3,218.0%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.5% | +1.2% | -1.2% |
| 7D | +1.8% | +1.5% | +0.3% | +1.7% |
| 30D | +10.2% | +25.1% | -14.8% | +9.6% |
| 3M | +12.7% | +22.9% | -10.2% | +12.0% |
| 6M | +10.5% | -4.9% | +15.4% | +10.4% |
| YTD | +20.2% | +7.8% | +12.3% | +19.4% |
| 1Y | +24.1% | +133.9% | -109.8% | +20.9% |
| 3Y | -3.6% | +380.9% | -384.5% | -8.2% |
| 5Y | -20.9% | +230.2% | -251.1% | -24.5% |
| 10Y | +35.8% | +265.6% | -229.7% | +26.4% |
| All | +3,280.0% | +62.0% | +3,218.0% | +3,334.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling