+3,449.8%
PFE vs UL
+2,729.0%
+720.8%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.7% |
| 7D | -3.0% | -1.7% | -1.3% | -2.4% |
| 30D | +5.2% | +4.5% | +0.7% | +3.5% |
| 3M | +12.2% | +5.5% | +6.8% | +10.0% |
| 6M | +17.8% | +17.0% | +0.8% | +10.7% |
| YTD | +26.2% | +3.2% | +23.0% | +23.8% |
| 1Y | +23.2% | -1.9% | +25.1% | +22.9% |
| 3Y | +21.3% | +33.6% | -12.3% | +7.1% |
| 5Y | -23.1% | +31.5% | -54.6% | -33.1% |
| 10Y | +50.7% | +103.9% | -53.2% | +7.4% |
| All | +3,449.8% | +2,729.0% | +720.8% | +712.3% |
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