+28.4%
PFE vs SN
+140.3%
-111.9%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.3% | +1.8% | +0.5% |
| 7D | -0.7% | +7.6% | -8.3% | -1.3% |
| 30D | +5.3% | +22.4% | -17.1% | +3.7% |
| 3M | +10.1% | +21.7% | -11.5% | +8.4% |
| 6M | +18.0% | +102.8% | -84.8% | +11.8% |
| YTD | +25.8% | +102.4% | -76.6% | +17.7% |
| 1Y | +28.4% | +139.0% | -110.5% | +18.1% |
| All | +28.4% | +140.3% | -111.9% | +18.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 SN 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