+14.0%
PFE vs U
-31.4%
+45.5%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.5% |
| 7D | -4.7% | +32.3% | -37.0% | -5.4% |
| 30D | +3.4% | +9.7% | -6.3% | +3.1% |
| 3M | +9.2% | +19.6% | -10.4% | +8.6% |
| 6M | +15.8% | +82.6% | -66.8% | +13.8% |
| YTD | +23.4% | +16.4% | +7.0% | +22.4% |
| 1Y | +25.8% | +28.5% | -2.7% | +24.3% |
| 3Y | +17.8% | +103.8% | -85.9% | +13.0% |
| 5Y | -20.2% | -70.0% | +49.8% | -24.1% |
| All | +14.0% | -31.4% | +45.5% | +7.2% |
Cumulative growth
Daily Returns
Daily percentage return beside U.
Daily Out/Under-Performance
Portfolio return minus U return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × U 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 U 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