+23.2%
PFE vs LTH
+90.2%
-67.0%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.3% |
| 7D | -3.0% | +0.3% | -3.2% | -3.0% |
| 30D | +5.2% | +17.7% | -12.5% | +3.9% |
| 3M | +12.2% | +8.5% | +3.8% | +11.3% |
| 6M | +17.8% | +46.9% | -29.1% | +14.0% |
| YTD | +26.2% | +78.8% | -52.6% | +19.8% |
| 1Y | +23.2% | +84.9% | -61.7% | +15.6% |
| All | +23.2% | +90.2% | -67.0% | +15.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling