+3,372.6%
PFE vs HL
+20.7%
+3,351.9%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.5% | -5.1% | -0.6% |
| 7D | -4.7% | +13.8% | -18.5% | -5.0% |
| 30D | +3.4% | -9.7% | +13.1% | +3.5% |
| 3M | +9.2% | -8.5% | +17.8% | +9.3% |
| 6M | +15.8% | -17.2% | +33.0% | +16.0% |
| YTD | +23.4% | -19.6% | +43.1% | +23.5% |
| 1Y | +25.8% | +11.1% | +14.7% | +24.8% |
| 3Y | +17.8% | +299.7% | -281.8% | +12.6% |
| 5Y | -20.2% | +156.5% | -176.7% | -23.4% |
| 10Y | +49.6% | +122.4% | -72.8% | +40.6% |
| All | +3,372.6% | +20.7% | +3,351.9% | +3,450.2% |
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 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