+35.8%
PFE vs PH
+804.1%
-768.3%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.2% |
| 7D | +1.8% | -3.1% | +4.8% | +2.4% |
| 30D | +10.2% | -3.2% | +13.5% | +10.9% |
| 3M | +12.7% | +10.6% | +2.1% | +9.8% |
| 6M | +10.5% | -2.1% | +12.7% | +10.4% |
| YTD | +20.2% | +10.2% | +10.0% | +16.7% |
| 1Y | +24.1% | +28.2% | -4.2% | +16.3% |
| 3Y | -3.6% | +134.9% | -138.5% | -22.9% |
| 5Y | -20.9% | +253.6% | -274.5% | -44.2% |
| All | +35.8% | +804.1% | -768.3% | -36.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 PH 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