+60.6%
PFE vs PH
+759.6%
-699.0%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.9% | -4.5% | -2.3% |
| 7D | -3.7% | +2.0% | -5.7% | -4.2% |
| 30D | +5.0% | -3.7% | +8.6% | +5.6% |
| 3M | +12.2% | -14.0% | +26.2% | +15.5% |
| 6M | +14.6% | +2.1% | +12.5% | +13.3% |
| YTD | +24.1% | +5.1% | +19.1% | +21.5% |
| 1Y | +26.6% | +10.9% | +15.6% | +22.4% |
| 3Y | +14.3% | +132.9% | -118.6% | -8.4% |
| 5Y | -21.9% | +200.1% | -222.0% | -42.5% |
| All | +60.6% | +759.6% | -699.0% | -22.1% |
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