-21.4%
PFE vs ETSY
-66.8%
+45.4%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.2% | +0.1% |
| 7D | -4.3% | -12.9% | +8.6% | -3.4% |
| 30D | +2.7% | -11.5% | +14.2% | +3.5% |
| 3M | +10.0% | +3.5% | +6.5% | +9.6% |
| 6M | +7.2% | +27.6% | -20.5% | +4.9% |
| YTD | +17.3% | +28.4% | -11.1% | +14.6% |
| 1Y | +20.3% | +27.1% | -6.8% | +17.1% |
| 3Y | -1.6% | +6.0% | -7.7% | -4.4% |
| 5Y | -21.4% | -67.1% | +45.8% | -28.3% |
| All | -21.4% | -66.8% | +45.4% | -28.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ETSY.
Daily Out/Under-Performance
Portfolio return minus ETSY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETSY 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 ETSY 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