-10.4%
PFE vs LTH
+184.4%
-194.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.3% | -0.3% | -1.6% |
| 7D | -3.7% | +4.5% | -8.2% | -4.0% |
| 30D | +5.0% | +16.3% | -11.4% | +4.0% |
| 3M | +12.2% | +8.4% | +3.8% | +11.5% |
| 6M | +14.6% | +40.3% | -25.7% | +12.1% |
| YTD | +24.1% | +77.3% | -53.2% | +19.5% |
| 1Y | +26.6% | +88.0% | -61.4% | +21.4% |
| 3Y | +14.3% | +274.3% | -260.0% | +4.4% |
| 5Y | -21.9% | +142.9% | -164.8% | -29.1% |
| All | -10.4% | +184.4% | -194.8% | -20.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 10y: compounded portfolio wealth divided by compounded LTH 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…
10y analysis · Full analysis span regression · 6 months rolling