+20.9%
PFE vs SO
+51.8%
-30.9%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.4% | +0.4% |
| 7D | -0.7% | -0.1% | -0.6% | -0.7% |
| 30D | +5.3% | +8.7% | -3.3% | +3.0% |
| 3M | +10.1% | +3.4% | +6.7% | +9.1% |
| 6M | +18.0% | +3.7% | +14.3% | +16.7% |
| YTD | +25.8% | +10.0% | +15.8% | +21.8% |
| 1Y | +28.4% | +6.6% | +21.8% | +25.7% |
| 3Y | +20.9% | +52.5% | -31.6% | +12.7% |
| All | +20.9% | +51.8% | -30.9% | +12.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling