+148.9%
PFE vs SBAC
+2,208.1%
-2,059.3%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +13.3% |
| 6M | +10.5% | -1.6% | +12.2% | +10.3% |
| YTD | +20.2% | -0.1% | +20.3% | +19.8% |
| 1Y | +24.1% | -0.5% | +24.5% | +23.6% |
| 3Y | -3.6% | -9.1% | +5.5% | -3.6% |
| 5Y | -20.9% | -43.8% | +22.9% | -18.4% |
| 10Y | +35.8% | +80.5% | -44.7% | +29.7% |
| All | +148.9% | +2,208.1% | -2,059.3% | +99.0% |
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