-9.2%
PFE vs LTH
+186.2%
-195.4%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.7% | +0.4% |
| 7D | -0.7% | +6.4% | -7.1% | -1.1% |
| 30D | +5.3% | +16.7% | -11.4% | +4.3% |
| 3M | +10.1% | +11.7% | -1.6% | +9.3% |
| 6M | +18.0% | +48.5% | -30.5% | +15.1% |
| YTD | +25.8% | +78.4% | -52.6% | +21.1% |
| 1Y | +28.4% | +89.7% | -61.2% | +23.2% |
| 3Y | +20.9% | +245.6% | -224.7% | +10.9% |
| 5Y | -21.5% | +142.7% | -164.2% | -28.6% |
| All | -9.2% | +186.2% | -195.4% | -19.0% |
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