+182.2%
PFE vs LVS
+54.7%
+127.5%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.4% | +1.8% | +0.4% |
| 7D | -3.0% | -1.3% | -1.7% | -2.8% |
| 30D | +5.2% | +12.2% | -7.0% | +4.1% |
| 3M | +12.2% | -11.3% | +23.5% | +13.4% |
| 6M | +17.8% | -21.6% | +39.4% | +20.3% |
| YTD | +26.2% | -36.6% | +62.8% | +31.1% |
| 1Y | +23.2% | -38.4% | +61.6% | +28.3% |
| 3Y | +21.3% | -10.2% | +31.5% | +20.9% |
| 5Y | -23.1% | +9.4% | -32.5% | -26.2% |
| 10Y | +50.7% | -11.3% | +62.0% | +44.0% |
| All | +182.2% | +54.7% | +127.5% | +140.5% |
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