+49.6%
PFE vs SFM
+146.8%
-97.2%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.5% | -0.6% |
| 7D | -4.7% | -10.2% | +5.5% | -3.8% |
| 30D | +3.4% | -23.9% | +27.2% | +5.3% |
| 3M | +9.2% | -42.3% | +51.5% | +13.8% |
| 6M | +15.8% | -40.1% | +56.0% | +20.0% |
| YTD | +23.4% | -37.8% | +61.2% | +27.1% |
| 1Y | +25.8% | -37.1% | +62.9% | +29.3% |
| 3Y | +17.8% | +21.5% | -3.7% | +9.4% |
| 5Y | -20.2% | +103.8% | -124.0% | -31.5% |
| 10Y | +49.6% | +142.0% | -92.4% | +21.9% |
| All | +49.6% | +146.8% | -97.2% | +21.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 10y: compounded portfolio wealth divided by compounded SFM 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…
10y analysis · Full analysis span regression · 6 months rolling