+20.8%
PFE vs SAP
+69.1%
-48.3%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.1% | -2.1% |
| 7D | -2.1% | -3.9% | +1.8% | -1.7% |
| 30D | +3.1% | +6.5% | -3.4% | +2.4% |
| 3M | +11.2% | +14.7% | -3.5% | +9.4% |
| 6M | +15.0% | +39.9% | -24.9% | +10.5% |
| YTD | +23.5% | -2.0% | +25.5% | +22.4% |
| 1Y | +18.9% | -6.0% | +24.9% | +18.4% |
| All | +20.8% | +69.1% | -48.3% | +17.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SAP.
Daily Out/Under-Performance
Portfolio return minus SAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAP 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 3y: compounded portfolio wealth divided by compounded SAP 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…
3y analysis · Full analysis span regression · 6 months rolling