+35.6%
PFE vs UL
+1.7%
+33.9%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +3.3% | -0.6% | +1.7% |
| 7D | +4.6% | +4.7% | -0.1% | +3.3% |
| 30D | +12.3% | +11.6% | +0.8% | +9.4% |
| 3M | +21.2% | +5.3% | +15.9% | +19.5% |
| 6M | +21.1% | +16.0% | +5.0% | +16.7% |
| YTD | +30.0% | +5.0% | +25.1% | +29.9% |
| 1Y | +35.6% | +1.1% | +34.5% | +39.1% |
| All | +35.6% | +1.7% | +33.9% | +39.1% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 UL 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