-1.3%
PFE vs S
-52.7%
+51.3%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.6% | -3.3% | -1.7% |
| 7D | -3.7% | -13.4% | +9.7% | -3.4% |
| 30D | +5.0% | -14.0% | +19.0% | +5.3% |
| 3M | +12.2% | +4.9% | +7.3% | +11.8% |
| 6M | +14.6% | +42.0% | -27.4% | +13.1% |
| YTD | +24.1% | +45.1% | -21.0% | +22.3% |
| 1Y | +26.6% | +33.1% | -6.5% | +24.9% |
| 3Y | +14.3% | +40.6% | -26.3% | +12.0% |
| 5Y | -21.9% | -67.5% | +45.6% | -25.9% |
| All | -1.3% | -52.7% | +51.3% | -5.1% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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