+49.6%
PFE vs SO
+184.0%
-134.4%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.3% | -1.9% | -1.0% |
| 7D | -4.7% | -1.1% | -3.6% | -4.3% |
| 30D | +3.4% | +8.6% | -5.2% | +0.2% |
| 3M | +9.2% | +1.8% | +7.4% | +8.4% |
| 6M | +15.8% | +3.6% | +12.2% | +14.0% |
| YTD | +23.4% | +9.9% | +13.5% | +18.5% |
| 1Y | +25.8% | +5.7% | +20.1% | +22.5% |
| 3Y | +17.8% | +52.5% | -34.6% | -1.2% |
| 5Y | -20.2% | +77.3% | -97.5% | -37.6% |
| 10Y | +49.6% | +186.8% | -137.2% | +3.9% |
| All | +49.6% | +184.0% | -134.4% | +3.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SO.
Daily Out/Under-Performance
Portfolio return minus SO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SO 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 10y: compounded portfolio wealth divided by compounded SO 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…
10y analysis · Full analysis span regression · 6 months rolling