-21.5%
PFE vs SAP
+70.5%
-92.0%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.1% | +2.5% | -1.0% |
| 7D | -3.7% | -0.7% | -3.0% | -3.6% |
| 30D | +5.0% | +11.1% | -6.1% | +3.4% |
| 3M | +12.2% | +17.0% | -4.9% | +9.5% |
| 6M | +14.6% | +34.8% | -20.3% | +9.2% |
| YTD | +24.1% | -2.2% | +26.3% | +23.4% |
| 1Y | +26.6% | -6.4% | +33.0% | +26.8% |
| 3Y | +14.3% | +75.1% | -60.8% | +1.2% |
| All | -21.5% | +70.5% | -92.0% | -43.0% |
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