+26.0%
PFE vs SN
+143.5%
-117.5%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.9% | -3.5% | -0.8% |
| 7D | -4.7% | +7.6% | -12.3% | -5.3% |
| 30D | +3.4% | +24.1% | -20.7% | +1.7% |
| 3M | +9.2% | +23.7% | -14.5% | +7.4% |
| 6M | +15.8% | +105.5% | -89.7% | +9.6% |
| YTD | +23.4% | +105.1% | -81.7% | +15.4% |
| All | +26.0% | +143.5% | -117.5% | +15.8% |
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