+177.5%
PFE vs UUUU
-92.0%
+269.5%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.8% | -2.1% | -1.3% |
| 7D | +1.8% | -1.4% | +3.1% | +1.8% |
| 30D | +10.2% | +16.3% | -6.1% | +9.7% |
| 3M | +12.7% | -16.7% | +29.4% | +13.0% |
| 6M | +10.5% | -33.7% | +44.2% | +11.3% |
| YTD | +20.2% | -0.5% | +20.6% | +19.2% |
| 1Y | +24.1% | +28.9% | -4.8% | +21.5% |
| 3Y | -3.6% | +99.9% | -103.4% | -8.0% |
| 5Y | -20.9% | +135.3% | -156.1% | -26.0% |
| 10Y | +35.8% | +518.4% | -482.5% | +18.8% |
| All | +177.5% | -92.0% | +269.5% | +148.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling