+143.8%
EWY vs PFE
+20.1%
+123.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.5% | -3.7% | -4.2% |
| 7D | +1.2% | -4.0% | +5.3% | +1.0% |
| 30D | +9.3% | +3.9% | +5.4% | +9.6% |
| 3M | +2.4% | +9.9% | -7.5% | +3.7% |
| 6M | +40.3% | +5.3% | +35.0% | +43.0% |
| YTD | +88.0% | +16.8% | +71.2% | +88.7% |
| 1Y | +143.8% | +20.4% | +123.4% | +145.0% |
| All | +143.8% | +20.1% | +123.7% | +145.0% |
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