-22.2%
PFE vs LVS
+4.5%
-26.7%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.9% | -1.4% | -2.3% |
| 7D | -2.7% | +0.3% | -3.0% | -2.7% |
| 30D | +3.8% | -3.9% | +7.8% | +4.1% |
| 3M | +10.4% | -12.9% | +23.2% | +11.4% |
| 6M | +6.3% | -16.9% | +23.2% | +7.5% |
| YTD | +17.4% | -31.2% | +48.6% | +20.2% |
| 1Y | +21.1% | -16.4% | +37.5% | +22.2% |
| 3Y | -1.6% | -4.4% | +2.8% | -2.8% |
| 5Y | -22.2% | +6.7% | -28.8% | -21.2% |
| All | -22.2% | +4.5% | -26.7% | -21.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling