+48.8%
PFE vs SPXU
-99.5%
+148.3%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.2% | -1.0% | +0.4% |
| 7D | -1.7% | -7.6% | +5.9% | -3.1% |
| 30D | +0.3% | +5.3% | -5.0% | +1.6% |
| 3M | +9.4% | +9.6% | -0.3% | +11.7% |
| 6M | +14.9% | -4.5% | +19.4% | +14.7% |
| YTD | +23.8% | -25.9% | +49.7% | +18.5% |
| 1Y | +19.5% | -28.9% | +48.4% | +13.7% |
| 3Y | +21.0% | -80.5% | +101.5% | -6.5% |
| 5Y | -23.9% | -83.4% | +59.5% | -38.4% |
| All | +48.8% | -99.5% | +148.3% | -30.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 SPXU 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