-0.9%
PFE vs SNY
-9.6%
+8.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.1% | +0.2% |
| 7D | -2.6% | -3.3% | +0.8% | -1.3% |
| 30D | +5.4% | -2.2% | +7.5% | +6.3% |
| 3M | +7.8% | -3.0% | +10.8% | +8.9% |
| 6M | +5.0% | +2.7% | +2.3% | +3.8% |
| YTD | +17.1% | -6.8% | +23.9% | +19.8% |
| 1Y | +19.3% | -5.3% | +24.6% | +21.3% |
| 3Y | -0.9% | -9.8% | +8.8% | +3.1% |
| All | -0.9% | -9.6% | +8.7% | +3.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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