-22.1%
PFE vs SMR
+11.2%
-33.4%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +15.3% | -17.6% | -2.5% |
| 7D | -2.7% | +21.4% | -24.1% | -3.0% |
| 30D | +3.8% | +13.8% | -10.0% | +3.6% |
| 3M | +10.4% | +3.9% | +6.5% | +10.2% |
| 6M | +6.3% | -4.2% | +10.5% | +6.0% |
| YTD | +17.4% | -21.1% | +38.5% | +17.2% |
| 1Y | +21.1% | -67.1% | +88.2% | +22.2% |
| 3Y | -1.6% | +88.9% | -90.4% | -7.1% |
| All | -22.1% | +11.2% | -33.4% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling