+48.5%
PFE vs SO
+193.6%
-145.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.5% | -0.6% | -1.6% |
| 7D | -2.1% | -0.9% | -1.2% | -1.8% |
| 30D | +3.1% | +4.9% | -1.8% | +1.3% |
| 3M | +11.2% | +0.8% | +10.4% | +10.8% |
| 6M | +15.0% | +0.6% | +14.5% | +14.5% |
| YTD | +23.5% | +8.7% | +14.9% | +19.0% |
| 1Y | +18.9% | +4.0% | +15.0% | +16.5% |
| 3Y | +18.7% | +50.6% | -31.8% | -0.1% |
| 5Y | -24.0% | +77.5% | -101.5% | -40.7% |
| All | +48.5% | +193.6% | -145.1% | +1.3% |
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