+321.7%
PFE vs SPXU
-100.0%
+421.6%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.7% | +0.7% |
| 7D | -0.7% | +0.5% | -1.2% | -0.3% |
| 30D | +5.3% | +10.9% | -5.6% | +8.0% |
| 3M | +10.1% | +9.6% | +0.5% | +12.8% |
| 6M | +18.0% | -4.7% | +22.7% | +17.7% |
| YTD | +25.8% | -24.6% | +50.4% | +20.0% |
| 1Y | +28.4% | -24.7% | +53.2% | +22.8% |
| 3Y | +20.9% | -80.0% | +101.0% | -9.7% |
| 5Y | -21.5% | -83.5% | +62.0% | -38.8% |
| 10Y | +46.2% | -99.5% | +145.7% | -40.6% |
| All | +321.7% | -100.0% | +421.6% | -26.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling