+49.6%
PFE vs SM
+4.9%
+44.7%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.7% | +2.2% | -0.4% |
| 7D | -4.7% | -22.3% | +17.6% | -3.8% |
| 30D | +3.4% | -21.4% | +24.7% | +4.2% |
| 3M | +9.2% | +1.4% | +7.9% | +8.9% |
| 6M | +15.8% | +0.1% | +15.7% | +15.3% |
| YTD | +23.4% | +59.0% | -35.5% | +20.2% |
| 1Y | +25.8% | +64.3% | -38.5% | +22.3% |
| 3Y | +17.8% | -13.1% | +31.0% | +16.5% |
| 5Y | -20.2% | -13.9% | -6.3% | -22.0% |
| 10Y | +49.6% | +1.7% | +47.9% | +30.6% |
| All | +49.6% | +4.9% | +44.7% | +30.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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