-0.7%
PFE vs SPXU
-80.1%
+79.4%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.7% | -4.0% | -2.1% |
| 7D | -2.7% | -1.5% | -1.2% | -2.8% |
| 30D | +3.8% | +3.7% | +0.1% | +4.4% |
| 3M | +10.4% | -9.6% | +19.9% | +9.2% |
| 6M | +6.3% | -32.4% | +38.6% | +1.5% |
| YTD | +17.4% | -28.7% | +46.1% | +13.1% |
| 1Y | +21.1% | -38.2% | +59.3% | +14.9% |
| All | -0.7% | -80.1% | +79.4% | -16.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling