-2.5%
PFE vs SM
-7.7%
+5.3%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.5% | +1.3% | -1.1% |
| 7D | +1.8% | +0.1% | +1.7% | +1.7% |
| 30D | +10.2% | +26.3% | -16.1% | +8.8% |
| 3M | +12.7% | +8.7% | +4.0% | +11.9% |
| 6M | +10.5% | +51.7% | -41.1% | +6.8% |
| YTD | +20.2% | +99.0% | -78.9% | +13.4% |
| 1Y | +24.1% | +34.6% | -10.5% | +20.2% |
| All | -2.5% | -7.7% | +5.3% | -8.4% |
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