+14.3%
PFE vs SN
+397.9%
-383.6%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.7% | -4.3% | -1.8% |
| 7D | -3.7% | +7.2% | -10.9% | -4.2% |
| 30D | +5.0% | +20.4% | -15.4% | +3.5% |
| 3M | +12.2% | +23.9% | -11.7% | +10.2% |
| 6M | +14.6% | +93.0% | -78.5% | +8.7% |
| YTD | +24.1% | +99.2% | -75.1% | +17.1% |
| 1Y | +26.6% | +142.6% | -116.0% | +17.5% |
| 3Y | +14.3% | +398.8% | -384.5% | +4.7% |
| All | +14.3% | +397.9% | -383.6% | +4.7% |
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