+23.4%
PFE vs SM
-8.5%
+31.9%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +5.6% | -5.2% | +0.1% |
| 7D | -3.0% | +0.3% | -3.3% | -3.0% |
| 30D | +5.2% | -17.3% | +22.5% | +6.0% |
| 3M | +12.2% | -3.6% | +15.8% | +12.0% |
| 6M | +17.8% | +2.9% | +14.9% | +16.6% |
| YTD | +26.2% | +70.2% | -44.0% | +18.9% |
| 1Y | +23.2% | +66.5% | -43.3% | +16.2% |
| All | +23.4% | -8.5% | +31.9% | +18.5% |
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