-22.2%
PFE vs SMR
+7.6%
-29.7%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.3% | +3.3% | 0.0% |
| 7D | -4.3% | +13.1% | -17.3% | -4.5% |
| 30D | +2.7% | +17.8% | -15.1% | +2.4% |
| 3M | +10.0% | +8.1% | +1.9% | +9.7% |
| 6M | +7.2% | -11.1% | +18.3% | +7.0% |
| YTD | +17.3% | -23.7% | +41.0% | +17.2% |
| 1Y | +20.3% | -69.4% | +89.7% | +21.5% |
| 3Y | -1.6% | +82.6% | -84.2% | -7.1% |
| All | -22.2% | +7.6% | -29.7% | -18.0% |
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