-23.1%
PFE vs U
-72.4%
+49.3%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.4% | +1.7% | +0.3% |
| 7D | -3.0% | +16.9% | -19.9% | -3.4% |
| 30D | +5.2% | +6.4% | -1.2% | +5.0% |
| 3M | +12.2% | +13.2% | -0.9% | +11.7% |
| 6M | +17.8% | +84.8% | -67.0% | +15.4% |
| YTD | +26.2% | +12.4% | +13.8% | +25.1% |
| 1Y | +23.2% | +19.8% | +3.4% | +21.7% |
| 3Y | +21.3% | +83.8% | -62.5% | +15.8% |
| 5Y | -23.1% | -72.7% | +49.6% | -30.0% |
| All | -23.1% | -72.4% | +49.3% | -30.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling