+0.3%
PFE vs S
-48.3%
+48.6%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.5% | -1.2% | +0.3% |
| 7D | -3.0% | +1.2% | -4.2% | -3.0% |
| 30D | +5.2% | -7.3% | +12.5% | +5.4% |
| 3M | +12.2% | +5.9% | +6.4% | +11.9% |
| 6M | +17.8% | +45.6% | -27.8% | +16.3% |
| YTD | +26.2% | +58.5% | -32.3% | +24.0% |
| 1Y | +23.2% | +37.6% | -14.4% | +21.4% |
| 3Y | +21.3% | +51.7% | -30.4% | +18.6% |
| 5Y | -23.1% | -67.5% | +44.4% | -27.5% |
| All | +0.3% | -48.3% | +48.6% | -3.7% |
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