+3,391.6%
PFE vs EMR
+4,298.0%
-906.4%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.5% | -1.6% |
| 7D | -3.7% | -1.6% | -2.1% | -3.2% |
| 30D | +5.0% | +2.0% | +3.0% | +4.2% |
| 3M | +12.2% | +3.8% | +8.4% | +10.4% |
| 6M | +14.6% | +10.5% | +4.1% | +9.9% |
| YTD | +24.1% | +23.7% | +0.4% | +13.6% |
| 1Y | +26.6% | +25.4% | +1.2% | +15.3% |
| 3Y | +14.3% | +86.6% | -72.2% | -11.4% |
| 5Y | -21.9% | +83.0% | -104.9% | -40.2% |
| 10Y | +62.6% | +319.5% | -256.9% | -13.1% |
| All | +3,391.6% | +4,298.0% | -906.4% | +561.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling