-2.5%
PFE vs USB
+95.2%
-97.6%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -1.0% | -1.2% |
| 7D | +1.8% | +1.4% | +0.3% | +1.4% |
| 30D | +10.2% | -1.3% | +11.5% | +10.5% |
| 3M | +12.7% | +15.2% | -2.6% | +9.0% |
| 6M | +10.5% | +18.8% | -8.3% | +6.0% |
| YTD | +20.2% | +21.0% | -0.9% | +14.5% |
| 1Y | +24.1% | +34.0% | -10.0% | +15.3% |
| All | -2.5% | +95.2% | -97.6% | -17.7% |
Cumulative growth
Daily Returns
Daily percentage return beside USB.
Daily Out/Under-Performance
Portfolio return minus USB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USB 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 USB 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