+3,391.6%
PFE vs PH
+24,008.7%
-20,617.1%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +15.9% |
| 6M | +14.6% | +2.1% | +12.5% | +13.2% |
| YTD | +24.1% | +5.1% | +19.1% | +21.4% |
| 1Y | +26.6% | +10.9% | +15.6% | +22.1% |
| 3Y | +14.3% | +132.9% | -118.6% | -9.8% |
| 5Y | -21.9% | +200.1% | -222.0% | -43.3% |
| 10Y | +62.6% | +783.8% | -721.2% | -15.4% |
| All | +3,391.6% | +24,008.7% | -20,617.1% | +698.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling