+32.9%
PFE vs SBAC
+76.8%
-43.9%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.4% | -1.9% | -2.2% |
| 7D | -2.7% | -0.1% | -2.6% | -2.7% |
| 30D | +3.8% | +3.2% | +0.6% | +3.0% |
| 3M | +10.4% | -5.1% | +15.4% | +11.5% |
| 6M | +6.3% | -2.1% | +8.4% | +5.7% |
| YTD | +17.4% | -0.5% | +17.9% | +16.1% |
| 1Y | +21.1% | +1.1% | +20.0% | +19.1% |
| 3Y | -1.6% | -7.4% | +5.8% | -2.5% |
| 5Y | -22.2% | -44.3% | +22.2% | -12.7% |
| 10Y | +32.9% | +77.6% | -44.7% | +27.9% |
| All | +32.9% | +76.8% | -43.9% | +27.9% |
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