+1,319.4%
PFE vs SM
+1,608.3%
-288.9%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +8.4% |
| 3M | +12.7% | +8.7% | +4.0% | +11.7% |
| 6M | +10.5% | +51.7% | -41.1% | +6.7% |
| YTD | +20.2% | +99.0% | -78.9% | +13.7% |
| 1Y | +24.1% | +34.6% | -10.5% | +20.4% |
| 3Y | -3.6% | -7.8% | +4.2% | -5.3% |
| 5Y | -20.9% | +104.8% | -125.6% | -28.4% |
| 10Y | +35.8% | +7.2% | +28.6% | +9.4% |
| All | +1,319.4% | +1,608.3% | -288.9% | +729.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling