+60.6%
PFE vs SFM
+138.2%
-77.6%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.8% | +3.2% | -1.2% |
| 7D | -3.7% | -1.2% | -2.5% | -3.6% |
| 30D | +5.0% | -24.8% | +29.7% | +7.1% |
| 3M | +12.2% | -43.7% | +55.9% | +17.1% |
| 6M | +14.6% | -37.3% | +51.8% | +18.2% |
| YTD | +24.1% | -38.4% | +62.5% | +27.9% |
| 1Y | +26.6% | -36.9% | +63.5% | +30.0% |
| 3Y | +14.3% | +20.7% | -6.4% | +6.2% |
| 5Y | -21.9% | +103.5% | -125.4% | -33.0% |
| All | +60.6% | +138.2% | -77.6% | +31.4% |
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