+161.4%
PFE vs SBAC
+2,215.3%
-2,053.9%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.4% |
| 7D | -3.0% | -2.8% | -0.2% | -2.7% |
| 30D | +5.2% | +3.1% | +2.1% | +4.9% |
| 3M | +12.2% | +5.1% | +7.1% | +11.7% |
| 6M | +17.8% | -11.4% | +29.2% | +18.7% |
| YTD | +26.2% | +0.2% | +26.0% | +25.7% |
| 1Y | +23.2% | -3.9% | +27.1% | +23.0% |
| 3Y | +21.3% | -7.7% | +28.9% | +21.1% |
| 5Y | -23.1% | -39.7% | +16.6% | -21.1% |
| 10Y | +50.7% | +111.9% | -61.2% | +42.5% |
| All | +161.4% | +2,215.3% | -2,053.9% | +108.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling