+164.4%
PFE vs PSX
+1,156.9%
-992.5%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.2% | -2.9% | -0.2% |
| 7D | -3.0% | -0.4% | -2.6% | -2.9% |
| 30D | +5.2% | -8.1% | +13.3% | +6.5% |
| 3M | +12.2% | +15.9% | -3.7% | +9.1% |
| 6M | +17.8% | +49.4% | -31.6% | +9.3% |
| YTD | +26.2% | +104.7% | -78.5% | +10.2% |
| 1Y | +23.2% | +89.1% | -65.9% | +9.1% |
| 3Y | +21.3% | +151.7% | -130.5% | +0.5% |
| 5Y | -23.1% | +298.3% | -321.4% | -42.8% |
| 10Y | +50.7% | +357.1% | -306.3% | +1.6% |
| All | +164.4% | +1,156.9% | -992.5% | +53.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling