-23.8%
PFE vs SITM
+73.6%
-97.4%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.5% | +5.7% | +0.3% |
| 7D | -1.7% | +6.6% | -8.3% | -1.9% |
| 30D | +0.3% | -15.3% | +15.7% | +0.6% |
| 3M | +9.4% | -35.4% | +44.8% | +10.3% |
| 6M | +14.9% | -46.8% | +61.7% | +16.3% |
| YTD | +23.8% | +25.9% | -2.1% | +20.9% |
| 1Y | +19.5% | +54.0% | -34.5% | +15.8% |
| 3Y | +21.0% | +315.6% | -294.5% | +10.6% |
| All | -23.8% | +73.6% | -97.4% | -30.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling