+35.6%
PFE vs PSX
+97.5%
-61.9%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -4.5% | +7.2% | +2.6% |
| 7D | +4.6% | -5.2% | +9.7% | +4.6% |
| 30D | +12.3% | -3.7% | +16.1% | +12.3% |
| 3M | +21.2% | +26.8% | -5.6% | +20.1% |
| 6M | +21.1% | +47.3% | -26.2% | +19.0% |
| YTD | +30.0% | +105.4% | -75.4% | +19.5% |
| 1Y | +35.6% | +96.9% | -61.3% | +27.2% |
| All | +35.6% | +97.5% | -61.9% | +27.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PSX.
Daily Out/Under-Performance
Portfolio return minus PSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSX 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 PSX 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