-23.8%
PFE vs SBAC
-39.6%
+15.9%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.3% | -0.1% |
| 7D | -1.7% | +0.6% | -2.3% | -1.8% |
| 30D | +0.3% | +5.5% | -5.1% | -0.8% |
| 3M | +9.4% | +3.1% | +6.3% | +8.5% |
| 6M | +14.9% | -7.0% | +21.9% | +16.1% |
| YTD | +23.8% | +0.5% | +23.3% | +22.3% |
| 1Y | +19.5% | +0.2% | +19.3% | +18.2% |
| 3Y | +21.0% | -7.4% | +28.4% | +20.2% |
| All | -23.8% | -39.6% | +15.9% | -12.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling