+49.6%
PFE vs SBAC
+97.3%
-47.7%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.0% | -0.7% |
| 7D | -4.7% | +3.0% | -7.7% | -5.4% |
| 30D | +3.4% | +4.3% | -0.9% | +2.2% |
| 3M | +9.2% | +4.1% | +5.1% | +7.9% |
| 6M | +15.8% | -11.6% | +27.4% | +18.7% |
| YTD | +23.4% | +0.4% | +23.1% | +21.5% |
| 1Y | +25.8% | -1.1% | +26.9% | +24.3% |
| 3Y | +17.8% | -7.3% | +25.1% | +16.6% |
| 5Y | -20.2% | -40.8% | +20.6% | -11.9% |
| 10Y | +49.6% | +103.0% | -53.4% | +38.1% |
| All | +49.6% | +97.3% | -47.7% | +38.1% |
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