+14.3%
PFE vs SM
-20.0%
+34.3%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.0% | -2.6% | -1.7% |
| 7D | -3.7% | -25.9% | +22.2% | -2.5% |
| 30D | +5.0% | -15.1% | +20.1% | +5.5% |
| 3M | +12.2% | +4.9% | +7.3% | +11.3% |
| 6M | +14.6% | +6.1% | +8.4% | +13.0% |
| YTD | +24.1% | +63.4% | -39.3% | +17.2% |
| 1Y | +26.6% | +72.5% | -45.9% | +18.9% |
| 3Y | +14.3% | -16.9% | +31.2% | +9.1% |
| All | +14.3% | -20.0% | +34.3% | +9.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling