+48.5%
PFE vs SBAC
+111.6%
-63.2%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.2% | -0.9% | -1.8% |
| 7D | -2.1% | -2.7% | +0.6% | -1.4% |
| 30D | +3.1% | +3.3% | -0.2% | +2.2% |
| 3M | +11.2% | +3.3% | +7.9% | +10.0% |
| 6M | +15.0% | -10.9% | +26.0% | +17.7% |
| YTD | +23.5% | -1.0% | +24.5% | +22.0% |
| 1Y | +18.9% | -4.5% | +23.4% | +18.5% |
| 3Y | +18.7% | -8.7% | +27.5% | +18.0% |
| 5Y | -24.0% | -40.6% | +16.6% | -16.2% |
| All | +48.5% | +111.6% | -63.2% | +31.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling