-20.3%
PFE vs SMR
-3.5%
-16.8%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -1.2% |
| 7D | +1.8% | +4.4% | -2.7% | +1.7% |
| 30D | +10.2% | +3.4% | +6.8% | +10.1% |
| 3M | +12.7% | -19.2% | +31.8% | +12.9% |
| 6M | +10.5% | -22.6% | +33.2% | +10.6% |
| YTD | +20.2% | -31.5% | +51.7% | +20.2% |
| 1Y | +24.1% | -73.1% | +97.1% | +25.6% |
| 3Y | -3.6% | +55.0% | -58.5% | -8.2% |
| All | -20.3% | -3.5% | -16.8% | -15.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling