+60.6%
PFE vs PWR
+1,832.8%
-1,772.2%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +6.3% | -7.9% | -2.3% |
| 7D | -3.7% | -12.9% | +9.2% | -2.5% |
| 30D | +5.0% | -22.8% | +27.8% | +7.6% |
| 3M | +12.2% | -19.0% | +31.2% | +14.1% |
| 6M | +14.6% | -31.1% | +45.7% | +18.5% |
| YTD | +24.1% | +28.2% | -4.1% | +17.2% |
| 1Y | +26.6% | +22.2% | +4.4% | +20.2% |
| 3Y | +14.3% | +222.1% | -207.8% | -10.3% |
| 5Y | -21.9% | +364.1% | -386.0% | -44.5% |
| All | +60.6% | +1,832.8% | -1,772.2% | -33.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PWR.
Daily Out/Under-Performance
Portfolio return minus PWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PWR 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 PWR 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