+50.7%
PFE vs SO
+195.2%
-144.5%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.2% |
| 7D | -3.0% | +0.8% | -3.7% | -3.2% |
| 30D | +5.2% | +7.8% | -2.6% | +2.3% |
| 3M | +12.2% | +2.9% | +9.3% | +10.9% |
| 6M | +17.8% | +2.5% | +15.3% | +16.4% |
| YTD | +26.2% | +10.3% | +15.9% | +20.9% |
| 1Y | +23.2% | +6.4% | +16.8% | +19.6% |
| 3Y | +21.3% | +52.8% | -31.5% | +1.4% |
| 5Y | -23.1% | +78.7% | -101.8% | -40.2% |
| 10Y | +50.7% | +196.3% | -145.6% | +2.4% |
| All | +50.7% | +195.2% | -144.5% | +2.4% |
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