+3,391.6%
PFE vs SO
+6,268.1%
-2,876.4%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.1% | -0.6% | -1.3% |
| 7D | -3.7% | -1.5% | -2.2% | -3.2% |
| 30D | +5.0% | +8.1% | -3.1% | +2.1% |
| 3M | +12.2% | +0.2% | +12.0% | +12.0% |
| 6M | +14.6% | +0.4% | +14.2% | +14.2% |
| YTD | +24.1% | +8.5% | +15.6% | +19.9% |
| 1Y | +26.6% | +4.9% | +21.6% | +23.7% |
| 3Y | +14.3% | +47.9% | -33.6% | -2.1% |
| 5Y | -21.9% | +75.7% | -97.6% | -37.7% |
| 10Y | +62.6% | +178.0% | -115.3% | +7.3% |
| All | +3,391.6% | +6,268.1% | -2,876.4% | +625.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling