+16.2%
PFE vs U
-32.9%
+49.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.1% | +2.6% | +0.5% |
| 7D | -0.7% | +24.4% | -25.1% | -1.2% |
| 30D | +5.3% | +7.4% | -2.0% | +5.1% |
| 3M | +10.1% | +16.8% | -6.7% | +9.6% |
| 6M | +18.0% | +78.8% | -60.7% | +16.0% |
| YTD | +25.8% | +14.0% | +11.8% | +24.8% |
| 1Y | +28.4% | +16.7% | +11.7% | +27.2% |
| 3Y | +20.9% | +86.4% | -65.5% | +16.2% |
| 5Y | -21.5% | -71.5% | +50.0% | -25.3% |
| All | +16.2% | -32.9% | +49.1% | +9.3% |
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