+23.2%
PFE vs SMR
-81.3%
+104.5%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.3% |
| 7D | -3.0% | +1.9% | -4.9% | -3.0% |
| 30D | +5.2% | -21.9% | +27.2% | +5.3% |
| 3M | +12.2% | -47.1% | +59.4% | +12.7% |
| 6M | +17.8% | -60.6% | +78.4% | +19.0% |
| YTD | +26.2% | -63.1% | +89.3% | +25.2% |
| 1Y | +23.2% | -80.4% | +103.6% | +25.9% |
| All | +23.2% | -81.3% | +104.5% | +25.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling