-24.0%
PFE vs UUUU
-39.3%
+15.2%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.6% | +1.5% | -2.1% |
| 7D | -2.1% | +1.4% | -3.5% | -2.1% |
| 30D | +3.1% | -27.9% | +31.0% | +3.3% |
| 3M | +11.2% | -53.8% | +65.0% | +11.8% |
| 6M | +15.0% | -68.1% | +83.2% | +16.0% |
| YTD | +23.5% | -54.1% | +77.6% | +23.5% |
| 1Y | +18.9% | -57.8% | +76.7% | +18.9% |
| 3Y | +18.7% | -15.4% | +34.2% | +15.1% |
| 5Y | -24.0% | -39.2% | +15.2% | -31.9% |
| All | -24.0% | -39.3% | +15.2% | -31.9% |
Cumulative growth
Daily Returns
Daily percentage return beside UUUU.
Daily Out/Under-Performance
Portfolio return minus UUUU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UUUU 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 UUUU 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