+16.6%
PFE vs U
-34.9%
+51.5%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +14.9% | -17.9% | -3.3% |
| 7D | -0.2% | +24.3% | -24.5% | -0.8% |
| 30D | +8.7% | +8.6% | +0.1% | +8.4% |
| 3M | +15.8% | +37.6% | -21.8% | +14.7% |
| 6M | +16.8% | +78.5% | -61.7% | +14.8% |
| YTD | +26.2% | +10.5% | +15.7% | +25.3% |
| 1Y | +29.9% | +15.2% | +14.7% | +28.7% |
| 3Y | +15.9% | +76.6% | -60.6% | +11.5% |
| 5Y | -20.6% | -67.9% | +47.3% | -24.4% |
| All | +16.6% | -34.9% | +51.5% | +9.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling