+46.2%
PFE vs LVS
-13.0%
+59.2%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.6% | -1.1% | +0.3% |
| 7D | -0.7% | +6.7% | -7.4% | -1.5% |
| 30D | +5.3% | +13.8% | -8.4% | +3.6% |
| 3M | +10.1% | -9.5% | +19.6% | +11.4% |
| 6M | +18.0% | -22.0% | +40.0% | +21.4% |
| YTD | +25.8% | -35.7% | +61.5% | +32.0% |
| 1Y | +28.4% | -36.7% | +65.1% | +35.0% |
| 3Y | +20.9% | -8.8% | +29.8% | +19.8% |
| 5Y | -21.5% | +9.5% | -31.0% | -25.8% |
| 10Y | +46.2% | -10.9% | +57.1% | +38.2% |
| All | +46.2% | -13.0% | +59.2% | +38.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LVS.
Daily Out/Under-Performance
Portfolio return minus LVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LVS 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 LVS 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