-20.7%
PFE vs UL
+23.5%
-44.2%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.2% | -1.2% |
| 7D | +1.8% | -1.3% | +3.1% | +2.1% |
| 30D | +10.2% | +0.5% | +9.7% | +10.1% |
| 3M | +12.7% | +17.6% | -4.9% | +8.4% |
| 6M | +10.5% | -5.4% | +15.9% | +11.7% |
| YTD | +20.2% | +0.7% | +19.5% | +19.7% |
| 1Y | +24.1% | -9.3% | +33.3% | +26.5% |
| 3Y | -3.6% | +24.5% | -28.1% | -8.0% |
| All | -20.7% | +23.5% | -44.2% | -23.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling