-4.5%
PFE vs S
-56.8%
+52.3%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.7% | -1.3% |
| 7D | +1.8% | -7.7% | +9.5% | +2.0% |
| 30D | +10.2% | -5.3% | +15.6% | +10.3% |
| 3M | +12.7% | +20.3% | -7.6% | +12.0% |
| 6M | +10.5% | +47.4% | -36.8% | +9.0% |
| YTD | +20.2% | +32.5% | -12.4% | +18.8% |
| 1Y | +24.1% | +9.5% | +14.5% | +23.2% |
| 3Y | -3.6% | +15.5% | -19.1% | -5.0% |
| 5Y | -20.9% | -71.2% | +50.3% | -24.9% |
| All | -4.5% | -56.8% | +52.3% | -7.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling