+10.5%
PFE vs SBAC
-1.8%
+12.3%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | -0.2% | -1.2% |
| 7D | +1.8% | -0.8% | +2.5% | +1.8% |
| 30D | +10.2% | +6.9% | +3.3% | +9.7% |
| 3M | +12.7% | -8.2% | +20.9% | +12.9% |
| 6M | +10.5% | -1.6% | +12.2% | +14.8% |
| All | +10.5% | -1.8% | +12.3% | +14.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling