+0.7%
PFE vs PSX
+140.2%
-139.5%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.4% | -1.3% |
| 7D | +1.8% | +4.5% | -2.8% | +1.2% |
| 30D | +10.2% | +26.6% | -16.4% | +6.9% |
| 3M | +12.7% | +39.3% | -26.6% | +7.7% |
| 6M | +10.5% | +56.8% | -46.3% | +3.5% |
| YTD | +20.2% | +101.8% | -81.7% | +7.6% |
| 1Y | +24.1% | +99.6% | -75.5% | +11.2% |
| All | +0.7% | +140.2% | -139.5% | -12.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling