-22.2%
PFE vs SITM
+168.3%
-190.4%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.1% | -0.2% | -2.3% |
| 7D | -2.7% | +8.4% | -11.0% | -2.9% |
| 30D | +3.8% | -17.4% | +21.3% | +4.4% |
| 3M | +10.4% | -9.8% | +20.2% | +10.3% |
| 6M | +6.3% | +83.0% | -76.7% | +3.2% |
| YTD | +17.4% | +69.6% | -52.2% | +14.1% |
| 1Y | +21.1% | +144.9% | -123.8% | +15.8% |
| 3Y | -1.6% | +429.9% | -431.5% | -10.2% |
| 5Y | -22.2% | +169.2% | -191.3% | -30.0% |
| All | -22.2% | +168.3% | -190.4% | -30.0% |
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 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