+14.6%
PFE vs SFM
-37.6%
+52.2%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.8% | +3.2% | -1.5% |
| 7D | -3.7% | -1.2% | -2.5% | -3.5% |
| 30D | +5.0% | -24.8% | +29.7% | +5.3% |
| 3M | +12.2% | -43.7% | +55.9% | +12.8% |
| 6M | +14.6% | -37.3% | +51.8% | +14.9% |
| All | +14.6% | -37.6% | +52.2% | +14.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling