+32.9%
PFE vs UL
+65.6%
-32.7%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.0% | -1.3% | -2.0% |
| 7D | -2.7% | -1.3% | -1.4% | -2.3% |
| 30D | +3.8% | +0.9% | +2.9% | +3.6% |
| 3M | +10.4% | +14.2% | -3.9% | +5.9% |
| 6M | +6.3% | -3.2% | +9.4% | +6.9% |
| YTD | +17.4% | -0.3% | +17.7% | +17.0% |
| 1Y | +21.1% | -8.8% | +29.9% | +23.7% |
| 3Y | -1.6% | +23.9% | -25.5% | -8.6% |
| 5Y | -22.2% | +21.4% | -43.5% | -28.1% |
| 10Y | +32.9% | +66.7% | -33.8% | +16.8% |
| All | +32.9% | +65.6% | -32.7% | +16.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling