+18.9%
PFE vs UL
-0.9%
+19.8%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.4% | -2.5% | -2.2% |
| 7D | -2.1% | -2.5% | +0.4% | -1.5% |
| 30D | +3.1% | +5.7% | -2.6% | +1.7% |
| 3M | +11.2% | +7.0% | +4.2% | +9.3% |
| 6M | +15.0% | +16.1% | -1.0% | +10.9% |
| YTD | +23.5% | +3.6% | +20.0% | +23.8% |
| 1Y | +18.9% | -1.4% | +20.3% | +20.4% |
| All | +18.9% | -0.9% | +19.8% | +20.4% |
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