-23.8%
PFE vs EMR
+87.8%
-111.5%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -1.7% | +2.8% | -4.6% | -2.2% |
| 30D | +0.3% | +3.7% | -3.3% | -0.4% |
| 3M | +9.4% | +2.0% | +7.3% | +8.8% |
| 6M | +14.9% | +22.1% | -7.2% | +10.0% |
| YTD | +23.8% | +27.2% | -3.4% | +16.8% |
| 1Y | +19.5% | +32.0% | -12.5% | +11.9% |
| 3Y | +21.0% | +103.3% | -82.2% | +2.1% |
| All | -23.8% | +87.8% | -111.5% | -38.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling