-21.0%
PFE vs KWEB
-45.1%
+24.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | -0.4% |
| 7D | -4.0% | -4.3% | +0.3% | -3.8% |
| 30D | +3.9% | -13.0% | +16.9% | +4.6% |
| 3M | +9.9% | -7.6% | +17.5% | +10.3% |
| 6M | +5.3% | -21.1% | +26.4% | +6.4% |
| YTD | +16.8% | -28.2% | +45.0% | +18.5% |
| 1Y | +20.4% | -34.9% | +55.3% | +22.7% |
| 3Y | -2.1% | -0.8% | -1.3% | -1.9% |
| 5Y | -21.0% | -43.6% | +22.6% | -25.7% |
| All | -21.0% | -45.1% | +24.1% | -25.7% |
Cumulative growth
Daily Returns
Daily percentage return beside KWEB.
Daily Out/Under-Performance
Portfolio return minus KWEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KWEB 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 KWEB 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