-17.9%
PFE vs SMR
-53.6%
+35.8%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.3% | +3.5% | +0.3% |
| 7D | -1.7% | -8.3% | +6.6% | -1.6% |
| 30D | +0.3% | -20.1% | +20.4% | +0.6% |
| 3M | +9.4% | -52.7% | +62.1% | +10.4% |
| 6M | +14.9% | -61.0% | +75.9% | +16.1% |
| YTD | +23.8% | -67.1% | +90.9% | +25.0% |
| 1Y | +19.5% | -79.9% | +99.4% | +21.6% |
| 3Y | +21.0% | +101.7% | -80.7% | +7.7% |
| All | -17.9% | -53.6% | +35.8% | -12.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SMR.
Daily Out/Under-Performance
Portfolio return minus SMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMR 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 SMR 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