+3,558.0%
PFE vs USB
+8,296.0%
-4,738.1%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.9% | +0.7% | +2.2% |
| 7D | +4.6% | +2.4% | +2.2% | +3.9% |
| 30D | +12.3% | +6.6% | +5.8% | +10.6% |
| 3M | +21.2% | -4.1% | +25.3% | +22.3% |
| 6M | +21.1% | +12.5% | +8.6% | +17.3% |
| YTD | +30.0% | +17.6% | +12.4% | +24.3% |
| 1Y | +35.6% | +36.5% | -0.9% | +24.9% |
| 3Y | +19.5% | +95.4% | -75.9% | -0.8% |
| 5Y | -9.3% | +26.1% | -35.4% | -18.1% |
| 10Y | +70.4% | +101.3% | -30.9% | +31.3% |
| All | +3,558.0% | +8,296.0% | -4,738.1% | +1,313.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling