+0.5%
PFE vs SN
+639.7%
-639.2%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.0% | -2.0% | -2.9% |
| 7D | -0.2% | +3.8% | -4.1% | -0.5% |
| 30D | +8.7% | +17.5% | -8.9% | +7.4% |
| 3M | +15.8% | +19.2% | -3.5% | +14.2% |
| 6M | +16.8% | +84.9% | -68.1% | +11.5% |
| YTD | +26.2% | +94.0% | -67.8% | +19.6% |
| 1Y | +29.9% | +151.3% | -121.4% | +20.8% |
| 3Y | +15.9% | +387.1% | -371.1% | +2.8% |
| All | +0.5% | +639.7% | -639.2% | -11.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling