+13.1%
PFE vs SITM
+4,608.4%
-4,595.3%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +6.5% | -7.8% | -1.5% |
| 7D | +1.8% | +9.7% | -8.0% | +1.4% |
| 30D | +10.2% | +12.7% | -2.5% | +9.4% |
| 3M | +12.7% | -13.4% | +26.1% | +12.7% |
| 6M | +10.5% | +59.6% | -49.1% | +7.2% |
| YTD | +20.2% | +73.3% | -53.1% | +15.8% |
| 1Y | +24.1% | +165.5% | -141.5% | +16.9% |
| 3Y | -3.6% | +368.7% | -372.3% | -13.7% |
| 5Y | -20.9% | +172.5% | -193.4% | -29.8% |
| All | +13.1% | +4,608.4% | -4,595.3% | -23.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling