+35.6%
PFE vs FITB
+36.9%
-1.3%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.5% | +1.2% | +2.4% |
| 7D | +4.6% | +2.3% | +2.2% | +4.3% |
| 30D | +12.3% | +7.7% | +4.6% | +11.4% |
| 3M | +21.2% | -4.5% | +25.7% | +21.8% |
| 6M | +21.1% | +12.5% | +8.6% | +18.4% |
| YTD | +30.0% | +19.8% | +10.3% | +22.9% |
| 1Y | +35.6% | +34.1% | +1.4% | +22.9% |
| All | +35.6% | +36.9% | -1.3% | +22.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FITB.
Daily Out/Under-Performance
Portfolio return minus FITB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FITB 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 1y: compounded portfolio wealth divided by compounded FITB 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…
1y analysis · Full analysis span regression · 6 months rolling