-22.2%
PFE vs PSX
+349.1%
-371.3%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.6% | -3.9% | -2.5% |
| 7D | -2.7% | +2.8% | -5.5% | -2.9% |
| 30D | +3.8% | +27.8% | -23.9% | +1.7% |
| 3M | +10.4% | +42.0% | -31.7% | +7.0% |
| 6M | +6.3% | +58.1% | -51.9% | +1.8% |
| YTD | +17.4% | +105.0% | -87.7% | +9.5% |
| 1Y | +21.1% | +104.9% | -83.8% | +12.9% |
| 3Y | -1.6% | +134.1% | -135.7% | -10.0% |
| 5Y | -22.2% | +363.8% | -386.0% | -21.5% |
| All | -22.2% | +349.1% | -371.3% | -21.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling