+32.9%
PFE vs SFM
+293.3%
-260.5%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -6.5% | +4.2% | -1.8% |
| 7D | -2.7% | -5.8% | +3.2% | -2.2% |
| 30D | +3.8% | -11.4% | +15.2% | +4.9% |
| 3M | +10.4% | -12.2% | +22.6% | +11.4% |
| 6M | +6.3% | -5.2% | +11.4% | +6.2% |
| YTD | +17.4% | -4.5% | +21.8% | +17.0% |
| 1Y | +21.1% | -45.4% | +66.5% | +26.8% |
| 3Y | -1.6% | +91.1% | -92.7% | -11.9% |
| 5Y | -22.2% | +226.8% | -248.9% | -35.8% |
| 10Y | +32.9% | +291.9% | -259.0% | +4.0% |
| All | +32.9% | +293.3% | -260.5% | +4.0% |
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