+26.0%
PFE vs U
+24.0%
+2.0%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.5% |
| 7D | -4.7% | +32.3% | -37.0% | -4.1% |
| 30D | +3.4% | +9.7% | -6.3% | +3.8% |
| 3M | +9.2% | +19.6% | -10.4% | +9.8% |
| 6M | +15.8% | +82.6% | -66.8% | +16.8% |
| YTD | +23.4% | +16.4% | +7.0% | +23.5% |
| All | +26.0% | +24.0% | +2.0% | +26.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling