+14.3%
PFE vs SBAC
-10.4%
+24.7%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.9% | +0.3% | -1.3% |
| 7D | -3.7% | +1.2% | -4.9% | -3.9% |
| 30D | +5.0% | +11.2% | -6.2% | +3.1% |
| 3M | +12.2% | +4.5% | +7.7% | +11.2% |
| 6M | +14.6% | -12.2% | +26.7% | +16.7% |
| YTD | +24.1% | -0.1% | +24.3% | +23.5% |
| 1Y | +26.6% | -0.3% | +26.8% | +25.9% |
| 3Y | +14.3% | -8.7% | +23.0% | +13.3% |
| All | +14.3% | -10.4% | +24.7% | +13.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling