-15.3%
PFE vs LTH
+156.3%
-171.6%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.8% | -0.6% | -2.2% |
| 7D | -2.7% | +1.5% | -4.2% | -2.7% |
| 30D | +3.8% | -3.1% | +6.9% | +4.0% |
| 3M | +10.4% | +28.1% | -17.7% | +8.6% |
| 6M | +6.3% | +67.4% | -61.1% | +2.7% |
| YTD | +17.4% | +59.8% | -42.4% | +13.8% |
| 1Y | +21.1% | +45.6% | -24.5% | +18.0% |
| 3Y | -1.6% | +162.0% | -163.6% | -8.4% |
| All | -15.3% | +156.3% | -171.6% | -23.9% |
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