+3,391.6%
PFE vs UL
+2,738.5%
+653.1%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.5% | +0.9% | -0.7% |
| 7D | -3.7% | +1.1% | -4.8% | -4.1% |
| 30D | +5.0% | +8.2% | -3.3% | +2.0% |
| 3M | +12.2% | +4.5% | +7.6% | +10.3% |
| 6M | +14.6% | +12.6% | +2.0% | +9.3% |
| YTD | +24.1% | +3.5% | +20.6% | +21.6% |
| 1Y | +26.6% | -0.4% | +27.0% | +25.6% |
| 3Y | +14.3% | +36.0% | -21.7% | +0.3% |
| 5Y | -21.9% | +30.9% | -52.8% | -31.9% |
| 10Y | +62.6% | +97.5% | -34.9% | +17.2% |
| All | +3,391.6% | +2,738.5% | +653.1% | +698.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling