+20.4%
PFE vs SITM
+140.9%
-120.5%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.1% | -2.6% | -0.5% |
| 7D | -4.0% | +4.8% | -8.9% | -4.1% |
| 30D | +3.9% | -9.7% | +13.6% | +3.9% |
| 3M | +9.9% | -9.3% | +19.2% | +9.8% |
| 6M | +5.3% | +69.5% | -64.2% | +2.5% |
| YTD | +16.8% | +70.5% | -53.7% | +13.5% |
| 1Y | +20.4% | +145.3% | -124.8% | +16.0% |
| All | +20.4% | +140.9% | -120.5% | +16.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling