+929.0%
EWY vs PFE
+97.7%
+831.3%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.1% | +0.5% | -0.8% |
| 7D | +10.4% | -2.1% | +12.5% | +11.4% |
| 30D | -12.7% | +3.1% | -15.8% | -14.1% |
| 3M | -17.3% | +11.2% | -28.5% | -21.3% |
| 6M | -18.6% | +15.0% | -33.6% | -24.2% |
| YTD | +49.5% | +23.5% | +26.0% | +34.5% |
| 1Y | +55.0% | +18.9% | +36.1% | +41.5% |
| 3Y | +159.0% | +18.7% | +140.3% | +129.4% |
| 5Y | +102.5% | -24.0% | +126.5% | +112.6% |
| 10Y | +232.2% | +47.5% | +184.7% | +136.6% |
| All | +929.0% | +97.7% | +831.3% | +374.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling