-20.2%
PFE vs SPXU
-83.1%
+62.9%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -7.0% | +6.5% | -1.5% |
| 7D | -4.7% | -1.5% | -3.2% | -4.7% |
| 30D | +3.4% | +9.7% | -6.3% | +4.8% |
| 3M | +9.2% | +8.4% | +0.8% | +10.7% |
| 6M | +15.8% | -5.7% | +21.6% | +15.5% |
| YTD | +23.4% | -25.4% | +48.9% | +19.8% |
| 1Y | +25.8% | -28.9% | +54.7% | +21.5% |
| 3Y | +17.8% | -81.2% | +99.0% | -1.9% |
| 5Y | -20.2% | -83.3% | +63.1% | -37.5% |
| All | -20.2% | -83.1% | +62.9% | -37.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling