-23.4%
EWY vs PFE
+17.9%
-41.2%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.3% | +5.9% | +6.4% |
| 7D | -2.8% | -3.0% | +0.1% | -4.9% |
| 30D | -13.1% | +5.2% | -18.3% | -8.9% |
| 3M | -11.6% | +12.2% | -23.9% | -1.6% |
| 6M | -23.4% | +17.8% | -41.1% | -8.0% |
| All | -23.4% | +17.9% | -41.2% | -8.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling