-1.6%
PFE vs UL
+24.1%
-25.7%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +6.4% |
| 6M | +6.3% | -3.2% | +9.4% | +7.0% |
| YTD | +17.4% | -0.3% | +17.7% | +17.4% |
| 1Y | +21.1% | -8.8% | +29.9% | +24.3% |
| 3Y | -1.6% | +23.9% | -25.5% | -5.4% |
| All | -1.6% | +24.1% | -25.7% | -5.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling