+48.5%
PFE vs PH
+700.5%
-652.0%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.5% | -0.6% | -1.8% |
| 7D | -2.1% | +7.4% | -9.5% | -3.6% |
| 30D | +3.1% | +0.5% | +2.6% | +2.8% |
| 3M | +11.2% | -10.2% | +21.4% | +13.4% |
| 6M | +15.0% | +8.9% | +6.1% | +12.2% |
| YTD | +23.5% | +9.7% | +13.9% | +19.9% |
| 1Y | +18.9% | +12.8% | +6.1% | +14.7% |
| 3Y | +18.7% | +134.6% | -115.9% | -4.6% |
| 5Y | -24.0% | +204.5% | -228.6% | -43.8% |
| All | +48.5% | +700.5% | -652.0% | -15.0% |
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