+3,280.0%
PFE vs EMR
+4,039.8%
-759.9%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.7% | -3.0% | -1.8% |
| 7D | +1.8% | -1.5% | +3.3% | +2.2% |
| 30D | +10.2% | -5.6% | +15.8% | +12.1% |
| 3M | +12.7% | +7.9% | +4.7% | +9.2% |
| 6M | +10.5% | +6.0% | +4.5% | +7.2% |
| YTD | +20.2% | +16.4% | +3.7% | +12.4% |
| 1Y | +24.1% | +16.6% | +7.4% | +15.8% |
| 3Y | -3.6% | +62.9% | -66.4% | -21.7% |
| 5Y | -20.9% | +60.1% | -81.0% | -36.5% |
| 10Y | +35.8% | +268.8% | -232.9% | -24.0% |
| All | +3,280.0% | +4,039.8% | -759.9% | +554.7% |
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