+237.8%
EWY vs PFE
+47.9%
+189.9%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.3% | +5.9% | +6.1% |
| 7D | -2.8% | -3.0% | +0.1% | -2.0% |
| 30D | -13.1% | +5.2% | -18.3% | -14.3% |
| 3M | -11.6% | +12.2% | -23.9% | -14.4% |
| 6M | -23.4% | +17.8% | -41.1% | -27.0% |
| YTD | +52.0% | +26.2% | +25.8% | +41.8% |
| 1Y | +58.6% | +23.2% | +35.4% | +48.8% |
| 3Y | +163.3% | +21.3% | +142.0% | +143.7% |
| 5Y | +108.7% | -23.1% | +131.8% | +118.0% |
| 10Y | +237.8% | +50.7% | +187.1% | +155.6% |
| All | +237.8% | +47.9% | +189.9% | +155.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling