+988.9%
PFE vs SAP
+2,435.9%
-1,447.0%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.5% | +2.0% | +0.7% |
| 7D | -0.7% | +1.5% | -2.2% | -1.0% |
| 30D | +5.3% | +8.8% | -3.5% | +3.8% |
| 3M | +10.1% | +12.1% | -2.0% | +7.8% |
| 6M | +18.0% | +34.6% | -16.5% | +11.4% |
| YTD | +25.8% | -2.1% | +27.9% | +24.7% |
| 1Y | +28.4% | -5.5% | +34.0% | +28.1% |
| 3Y | +20.9% | +67.4% | -46.5% | +7.9% |
| 5Y | -21.5% | +74.6% | -96.1% | -31.3% |
| 10Y | +46.2% | +224.0% | -177.8% | +12.9% |
| All | +988.9% | +2,435.9% | -1,447.0% | +474.7% |
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