+199.9%
PFE vs LYV
+1,445.4%
-1,245.4%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.2% | 0.0% |
| 7D | -4.3% | -5.3% | +1.1% | -3.5% |
| 30D | +2.7% | -7.9% | +10.6% | +3.9% |
| 3M | +10.0% | +4.5% | +5.5% | +9.2% |
| 6M | +7.2% | +2.5% | +4.6% | +6.5% |
| YTD | +17.3% | +19.3% | -2.0% | +13.8% |
| 1Y | +20.3% | -0.2% | +20.5% | +19.5% |
| 3Y | -1.6% | +110.0% | -111.7% | -13.4% |
| 5Y | -21.4% | +96.8% | -118.2% | -32.0% |
| 10Y | +35.2% | +559.9% | -524.7% | -8.9% |
| All | +199.9% | +1,445.4% | -1,245.4% | +66.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling