+41.3%
PFE vs ETSY
+146.8%
-105.5%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -6.7% | +5.5% | -0.8% |
| 7D | +1.8% | -8.5% | +10.2% | +2.4% |
| 30D | +10.2% | -10.9% | +21.1% | +11.0% |
| 3M | +12.7% | +14.1% | -1.4% | +11.5% |
| 6M | +10.5% | +37.5% | -26.9% | +7.6% |
| YTD | +20.2% | +38.0% | -17.9% | +16.7% |
| 1Y | +24.1% | +46.5% | -22.5% | +19.4% |
| 3Y | -3.6% | +2.5% | -6.1% | -6.0% |
| 5Y | -20.9% | -65.3% | +44.4% | -19.5% |
| 10Y | +35.8% | +451.6% | -415.8% | +10.3% |
| All | +41.3% | +146.8% | -105.5% | +15.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling