+228.6%
EWY vs PFE
+0.1%
+228.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.2% | +5.9% | +4.7% |
| 7D | +4.8% | +1.8% | +3.1% | +4.6% |
| 30D | +11.7% | +10.2% | +1.4% | +10.4% |
| 3M | -7.4% | +12.7% | -20.1% | -8.6% |
| 6M | +40.6% | +10.5% | +30.0% | +39.1% |
| YTD | +94.3% | +20.2% | +74.1% | +89.4% |
| 1Y | +164.3% | +24.1% | +140.2% | +155.8% |
| All | +228.6% | +0.1% | +228.5% | +222.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling