+3,280.0%
PFE vs SO
+5,976.4%
-2,696.4%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -1.0% |
| 7D | +1.8% | -0.2% | +1.9% | +1.8% |
| 30D | +10.2% | -4.6% | +14.8% | +12.0% |
| 3M | +12.7% | -3.0% | +15.7% | +13.8% |
| 6M | +10.5% | -8.3% | +18.8% | +13.7% |
| YTD | +20.2% | +3.5% | +16.6% | +18.1% |
| 1Y | +24.1% | -0.9% | +25.0% | +23.8% |
| 3Y | -3.6% | +45.4% | -48.9% | -16.9% |
| 5Y | -20.9% | +59.6% | -80.5% | -34.7% |
| 10Y | +35.8% | +156.6% | -120.8% | -7.8% |
| All | +3,280.0% | +5,976.4% | -2,696.4% | +614.3% |
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 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