-20.6%
PFE vs USB
+22.2%
-42.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.1% | -0.9% | -2.5% |
| 7D | -0.2% | -1.5% | +1.2% | +0.1% |
| 30D | +8.7% | +4.3% | +4.4% | +7.8% |
| 3M | +15.8% | -6.1% | +21.8% | +17.1% |
| 6M | +16.8% | +9.4% | +7.4% | +14.5% |
| YTD | +26.2% | +15.2% | +11.0% | +22.1% |
| 1Y | +29.9% | +32.8% | -2.8% | +22.1% |
| 3Y | +15.9% | +91.3% | -75.4% | +0.5% |
| 5Y | -20.6% | +22.7% | -43.3% | -28.1% |
| All | -20.6% | +22.2% | -42.8% | -28.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling