+24.1%
PFE vs SBAC
-3.2%
+27.3%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | -0.2% | -1.2% |
| 7D | +1.8% | -0.8% | +2.5% | +1.8% |
| 30D | +10.2% | +6.9% | +3.3% | +9.5% |
| 3M | +12.7% | -8.2% | +20.9% | +13.3% |
| 6M | +10.5% | -1.6% | +12.2% | +12.2% |
| YTD | +20.2% | -0.1% | +20.3% | +21.0% |
| 1Y | +24.1% | -0.5% | +24.5% | +25.5% |
| All | +24.1% | -3.2% | +27.3% | +25.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 1y: compounded portfolio wealth divided by compounded SBAC 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…
1y analysis · Full analysis span regression · 6 months rolling