+3,280.0%
PFE vs UL
+2,661.1%
+618.9%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.2% | -1.2% |
| 7D | +1.8% | -1.3% | +3.1% | +2.3% |
| 30D | +10.2% | +0.5% | +9.7% | +10.0% |
| 3M | +12.7% | +17.6% | -4.9% | +5.8% |
| 6M | +10.5% | -5.4% | +15.9% | +12.1% |
| YTD | +20.2% | +0.7% | +19.5% | +19.0% |
| 1Y | +24.1% | -9.3% | +33.3% | +27.4% |
| 3Y | -3.6% | +24.5% | -28.1% | -12.6% |
| 5Y | -20.9% | +23.2% | -44.1% | -29.4% |
| 10Y | +35.8% | +64.5% | -28.6% | +5.1% |
| All | +3,280.0% | +2,661.1% | +618.9% | +681.1% |
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 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