+35.2%
PFE vs LVS
+0.3%
+35.0%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.4% | +0.1% |
| 7D | -4.3% | -2.7% | -1.6% | -4.0% |
| 30D | +2.7% | -4.7% | +7.4% | +3.3% |
| 3M | +10.0% | -15.6% | +25.6% | +12.2% |
| 6M | +7.2% | -18.6% | +25.8% | +9.6% |
| YTD | +17.3% | -32.3% | +49.6% | +22.4% |
| 1Y | +20.3% | -18.0% | +38.3% | +22.3% |
| 3Y | -1.6% | -5.8% | +4.2% | -2.9% |
| 5Y | -21.4% | +5.7% | -27.1% | -25.2% |
| 10Y | +35.2% | 0.0% | +35.2% | +23.0% |
| All | +35.2% | +0.3% | +35.0% | +23.0% |
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