+11.0%
PFE vs U
-44.5%
+55.5%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.3% | -1.2% |
| 7D | +1.8% | -3.8% | +5.6% | +1.9% |
| 30D | +10.2% | +17.5% | -7.2% | +9.7% |
| 3M | +12.7% | +38.7% | -26.0% | +11.6% |
| 6M | +10.5% | +104.4% | -93.9% | +8.3% |
| YTD | +20.2% | -5.7% | +25.8% | +19.8% |
| 1Y | +24.1% | +3.7% | +20.4% | +23.1% |
| 3Y | -3.6% | +12.3% | -15.9% | -6.1% |
| 5Y | -20.9% | -68.8% | +48.0% | -24.2% |
| All | +11.0% | -44.5% | +55.5% | +5.0% |
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 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