+10.7%
PFE vs SARO
-23.7%
+34.4%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.4% | +1.9% | -0.2% |
| 7D | -4.0% | -4.0% | 0.0% | -3.7% |
| 30D | +3.9% | -16.1% | +20.0% | +5.6% |
| 3M | +9.9% | -4.5% | +14.4% | +9.8% |
| 6M | +5.3% | -17.0% | +22.3% | +6.5% |
| YTD | +16.8% | -17.5% | +34.3% | +18.0% |
| 1Y | +20.4% | -12.3% | +32.7% | +20.9% |
| All | +10.7% | -23.7% | +34.4% | +9.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SARO.
Daily Out/Under-Performance
Portfolio return minus SARO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SARO 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 SARO 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