+46.2%
PFE vs UL
+106.3%
-60.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.7% | +0.5% |
| 7D | -0.7% | +2.6% | -3.3% | -1.5% |
| 30D | +5.3% | +6.8% | -1.4% | +3.3% |
| 3M | +10.1% | +5.7% | +4.4% | +8.3% |
| 6M | +18.0% | +15.9% | +2.2% | +12.6% |
| YTD | +25.8% | +4.3% | +21.5% | +23.6% |
| 1Y | +28.4% | -0.4% | +28.9% | +27.8% |
| 3Y | +20.9% | +35.0% | -14.0% | +9.3% |
| 5Y | -21.5% | +31.6% | -53.1% | -29.6% |
| 10Y | +46.2% | +104.6% | -58.4% | +17.1% |
| All | +46.2% | +106.3% | -60.1% | +17.1% |
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 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