+940.0%
PFE vs SAP
+2,233.8%
-1,293.8%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.4% | -1.1% |
| 7D | +1.8% | -2.9% | +4.7% | +2.2% |
| 30D | +10.2% | +9.0% | +1.2% | +8.5% |
| 3M | +12.7% | +14.9% | -2.3% | +9.6% |
| 6M | +10.5% | +11.9% | -1.4% | +7.6% |
| YTD | +20.2% | -9.9% | +30.1% | +20.9% |
| 1Y | +24.1% | -19.5% | +43.6% | +27.3% |
| 3Y | -3.6% | +61.8% | -65.4% | -13.4% |
| 5Y | -20.9% | +56.2% | -77.0% | -29.4% |
| 10Y | +35.8% | +180.6% | -144.8% | +7.5% |
| All | +940.0% | +2,233.8% | -1,293.8% | +457.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling