-21.4%
PFE vs UUUU
+132.1%
-153.4%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.4% | 0.0% |
| 7D | -4.3% | +1.8% | -6.1% | -4.3% |
| 30D | +2.7% | +1.8% | +0.9% | +2.7% |
| 3M | +10.0% | +1.3% | +8.7% | +9.9% |
| 6M | +7.2% | -26.8% | +33.9% | +7.3% |
| YTD | +17.3% | +0.1% | +17.3% | +16.6% |
| 1Y | +20.3% | +11.2% | +9.1% | +18.8% |
| 3Y | -1.6% | +97.7% | -99.3% | -5.3% |
| 5Y | -21.4% | +127.3% | -148.7% | -24.9% |
| All | -21.4% | +132.1% | -153.4% | -24.9% |
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