+168.7%
PFE vs LVS
+69.2%
+99.5%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.2% |
| 7D | +1.8% | -1.5% | +3.2% | +1.9% |
| 30D | +10.2% | -3.2% | +13.5% | +10.5% |
| 3M | +12.7% | -12.0% | +24.7% | +13.9% |
| 6M | +10.5% | -19.9% | +30.4% | +12.6% |
| YTD | +20.2% | -30.6% | +50.8% | +23.8% |
| 1Y | +24.1% | -17.7% | +41.8% | +25.6% |
| 3Y | -3.6% | -14.2% | +10.6% | -3.5% |
| 5Y | -20.9% | +9.6% | -30.5% | -24.2% |
| 10Y | +35.8% | +5.7% | +30.2% | +27.9% |
| All | +168.7% | +69.2% | +99.5% | +127.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling