+79.7%
PFE vs KWEB
+28.2%
+51.5%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.0% | -3.2% | -1.4% |
| 7D | +1.8% | -1.0% | +2.8% | +1.8% |
| 30D | +10.2% | -8.7% | +19.0% | +11.2% |
| 3M | +12.7% | -4.0% | +16.7% | +13.1% |
| 6M | +10.5% | -13.1% | +23.7% | +11.9% |
| YTD | +20.2% | -23.5% | +43.6% | +23.1% |
| 1Y | +24.1% | -27.2% | +51.2% | +27.6% |
| 3Y | -3.6% | -2.1% | -1.4% | -4.6% |
| 5Y | -20.9% | -40.8% | +19.9% | -18.7% |
| 10Y | +35.8% | -17.5% | +53.3% | +22.8% |
| All | +79.7% | +28.2% | +51.5% | +48.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling