-2.5%
PFE vs SN
+389.7%
-392.1%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -1.2% |
| 7D | +1.8% | -9.3% | +11.1% | +2.5% |
| 30D | +10.2% | -4.8% | +15.0% | +10.6% |
| 3M | +12.7% | +40.4% | -27.7% | +9.6% |
| 6M | +10.5% | +50.9% | -40.4% | +6.8% |
| YTD | +20.2% | +54.9% | -34.8% | +15.6% |
| 1Y | +24.1% | +43.0% | -19.0% | +19.9% |
| All | -2.5% | +389.7% | -392.1% | -13.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling