+35.2%
PFE vs PSX
+377.2%
-341.9%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.7% | -0.1% |
| 7D | -4.3% | +1.8% | -6.1% | -4.6% |
| 30D | +2.7% | +21.6% | -18.9% | -0.6% |
| 3M | +10.0% | +46.5% | -36.5% | +3.0% |
| 6M | +7.2% | +62.0% | -54.8% | -1.8% |
| YTD | +17.3% | +106.3% | -89.0% | +2.9% |
| 1Y | +20.3% | +103.0% | -82.7% | +5.7% |
| 3Y | -1.6% | +135.5% | -137.2% | -17.1% |
| 5Y | -21.4% | +368.5% | -389.9% | -43.3% |
| 10Y | +35.2% | +386.6% | -351.3% | -14.4% |
| All | +35.2% | +377.2% | -341.9% | -14.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling