+14.6%
PFE vs SMR
-58.0%
+72.6%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +16.2% | -17.9% | -1.3% |
| 7D | -3.7% | -9.6% | +5.9% | -3.8% |
| 30D | +5.0% | -33.8% | +38.7% | +4.4% |
| 3M | +12.2% | -46.4% | +58.5% | +11.2% |
| 6M | +14.6% | -62.4% | +77.0% | +13.6% |
| All | +14.6% | -58.0% | +72.6% | +13.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling