+32.8%
PFE vs LYV
+564.6%
-531.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.2% | +0.2% |
| 7D | -2.6% | -1.9% | -0.6% | -2.3% |
| 30D | +5.4% | -8.2% | +13.5% | +6.4% |
| 3M | +7.8% | -1.3% | +9.0% | +7.9% |
| 6M | +5.0% | +2.6% | +2.4% | +4.5% |
| YTD | +17.1% | +19.4% | -2.3% | +14.2% |
| 1Y | +19.3% | -2.2% | +21.6% | +19.0% |
| 3Y | -0.9% | +106.0% | -107.0% | -10.6% |
| 5Y | -20.8% | +97.7% | -118.4% | -30.0% |
| All | +32.8% | +564.6% | -531.8% | -5.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LYV.
Daily Out/Under-Performance
Portfolio return minus LYV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYV 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 LYV 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