+470.4%
PFE vs KMX
+391.9%
+78.5%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +5.1% | -5.7% | -1.1% |
| 7D | -4.7% | -4.1% | -0.6% | -4.3% |
| 30D | +3.4% | +2.9% | +0.5% | +3.0% |
| 3M | +9.2% | -7.0% | +16.2% | +9.9% |
| 6M | +15.8% | +34.1% | -18.3% | +11.7% |
| YTD | +23.4% | +40.0% | -16.6% | +17.9% |
| 1Y | +25.8% | +67.2% | -41.4% | +17.9% |
| 3Y | +17.8% | -13.4% | +31.3% | +16.3% |
| 5Y | -20.2% | -65.1% | +44.9% | -15.1% |
| 10Y | +49.6% | +6.9% | +42.7% | +38.0% |
| All | +470.4% | +391.9% | +78.5% | +389.2% |
Cumulative growth
Daily Returns
Daily percentage return beside KMX.
Daily Out/Under-Performance
Portfolio return minus KMX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMX 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 KMX 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