+10.2%
PFE vs SITM
+4,789.7%
-4,779.5%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +5.5% | -5.3% | 0.0% |
| 7D | -2.6% | +3.9% | -6.4% | -2.7% |
| 30D | +5.4% | -6.6% | +12.0% | +5.5% |
| 3M | +7.8% | -11.9% | +19.6% | +7.8% |
| 6M | +5.0% | +81.1% | -76.1% | +1.3% |
| YTD | +17.1% | +80.0% | -62.9% | +12.7% |
| 1Y | +19.3% | +145.8% | -126.5% | +12.8% |
| 3Y | -0.9% | +475.9% | -476.8% | -12.2% |
| 5Y | -20.8% | +189.2% | -210.0% | -29.9% |
| All | +10.2% | +4,789.7% | -4,779.5% | -25.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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