-21.5%
PFE vs U
-66.8%
+45.3%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +5.5% | -7.2% | -1.8% |
| 7D | -3.7% | +36.6% | -40.3% | -4.6% |
| 30D | +5.0% | +13.3% | -8.3% | +4.5% |
| 3M | +12.2% | +26.2% | -14.0% | +11.3% |
| 6M | +14.6% | +88.7% | -74.2% | +12.1% |
| YTD | +24.1% | +16.6% | +7.6% | +22.9% |
| 1Y | +26.6% | +29.0% | -2.4% | +24.8% |
| 3Y | +14.3% | +99.5% | -85.2% | +8.8% |
| All | -21.5% | -66.8% | +45.3% | -27.3% |
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 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