+23.4%
PFE vs LTH
+249.2%
-225.8%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +4.1% |
| 3M | +12.2% | +8.5% | +3.8% | +11.6% |
| 6M | +17.8% | +46.9% | -29.1% | +14.8% |
| YTD | +26.2% | +78.8% | -52.6% | +21.3% |
| 1Y | +23.2% | +84.9% | -61.7% | +18.1% |
| All | +23.4% | +249.2% | -225.8% | +13.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling