+79.7%
PFE vs SFM
+132.6%
-52.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.9% | -4.1% | -1.5% |
| 7D | +1.8% | -0.1% | +1.8% | +1.7% |
| 30D | +10.2% | -4.4% | +14.6% | +10.6% |
| 3M | +12.7% | +1.5% | +11.2% | +12.2% |
| 6M | +10.5% | +6.5% | +4.1% | +9.3% |
| YTD | +20.2% | +2.2% | +18.0% | +19.1% |
| 1Y | +24.1% | -41.9% | +66.0% | +29.1% |
| 3Y | -3.6% | +106.8% | -110.3% | -13.7% |
| 5Y | -20.9% | +231.6% | -252.4% | -33.9% |
| 10Y | +35.8% | +258.4% | -222.6% | +8.8% |
| All | +79.7% | +132.6% | -52.8% | +49.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling