+14.3%
PFE vs LTH
+268.4%
-254.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +3.9% |
| 3M | +12.2% | +8.4% | +3.8% | +11.5% |
| 6M | +14.6% | +40.3% | -25.7% | +12.0% |
| YTD | +24.1% | +77.3% | -53.2% | +19.3% |
| 1Y | +26.6% | +88.0% | -61.4% | +21.2% |
| 3Y | +14.3% | +274.3% | -260.0% | +3.8% |
| All | +14.3% | +268.4% | -254.1% | +3.8% |
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