+308.8%
EWY vs PFE
+33.5%
+275.3%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | +6.7% | -4.3% | +10.9% | +7.8% |
| 30D | +17.0% | +2.7% | +14.3% | +16.1% |
| 3M | +3.7% | +10.0% | -6.3% | +0.8% |
| 6M | +42.5% | +7.2% | +35.3% | +39.3% |
| YTD | +96.2% | +17.3% | +78.9% | +87.0% |
| 1Y | +160.4% | +20.3% | +140.1% | +145.5% |
| 3Y | +231.7% | -1.6% | +233.3% | +227.0% |
| 5Y | +153.3% | -21.4% | +174.6% | +158.6% |
| 10Y | +308.8% | +35.2% | +273.6% | +265.8% |
| All | +308.8% | +33.5% | +275.3% | +265.8% |
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