+14.3%
PFE vs SMR
+43.9%
-29.6%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +16.2% | -17.9% | -1.7% |
| 7D | -3.7% | -9.6% | +5.9% | -3.7% |
| 30D | +5.0% | -33.8% | +38.7% | +5.1% |
| 3M | +12.2% | -46.4% | +58.5% | +12.4% |
| 6M | +14.6% | -62.4% | +77.0% | +15.0% |
| YTD | +24.1% | -64.1% | +88.3% | +24.4% |
| 1Y | +26.6% | -84.3% | +110.9% | +27.3% |
| 3Y | +14.3% | +55.8% | -41.5% | +12.9% |
| All | +14.3% | +43.9% | -29.6% | +12.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling