+49.6%
PFE vs EMR
+319.4%
-269.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.4% | -5.0% | -1.6% |
| 7D | -4.7% | +2.1% | -6.8% | -5.2% |
| 30D | +3.4% | +4.8% | -1.4% | +2.1% |
| 3M | +9.2% | +7.5% | +1.8% | +7.0% |
| 6M | +15.8% | +20.9% | -5.0% | +9.8% |
| YTD | +23.4% | +29.2% | -5.7% | +14.3% |
| 1Y | +25.8% | +33.0% | -7.1% | +15.6% |
| 3Y | +17.8% | +109.8% | -91.9% | -5.9% |
| 5Y | -20.2% | +91.9% | -112.1% | -35.6% |
| 10Y | +49.6% | +301.5% | -251.9% | -4.9% |
| All | +49.6% | +319.4% | -269.8% | -4.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EMR.
Daily Out/Under-Performance
Portfolio return minus EMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMR 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 EMR 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