-24.0%
PFE vs SAP
+76.8%
-100.9%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.1% | -2.1% |
| 7D | -2.1% | -3.9% | +1.8% | -1.6% |
| 30D | +3.1% | +6.5% | -3.4% | +2.1% |
| 3M | +11.2% | +14.7% | -3.5% | +8.8% |
| 6M | +15.0% | +39.9% | -24.9% | +8.9% |
| YTD | +23.5% | -2.0% | +25.5% | +22.8% |
| 1Y | +18.9% | -6.0% | +24.9% | +19.0% |
| 3Y | +18.7% | +67.7% | -48.9% | +5.8% |
| 5Y | -24.0% | +78.8% | -102.8% | -41.6% |
| All | -24.0% | +76.8% | -100.9% | -41.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling