+164.3%
EWY vs PFE
+22.9%
+141.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.2% | +5.9% | +4.5% |
| 7D | +4.8% | +1.8% | +3.1% | +4.9% |
| 30D | +11.7% | +10.2% | +1.4% | +12.4% |
| 3M | -7.4% | +12.7% | -20.1% | -6.1% |
| 6M | +40.6% | +10.5% | +30.0% | +43.1% |
| YTD | +94.3% | +20.2% | +74.1% | +95.5% |
| 1Y | +164.3% | +24.1% | +140.2% | +166.0% |
| All | +164.3% | +22.9% | +141.4% | +166.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PFE.
Daily Out/Under-Performance
Portfolio return minus PFE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFE 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 1y: compounded portfolio wealth divided by compounded PFE 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…
1y analysis · Full analysis span regression · 6 months rolling