+46.2%
PFE vs SPG
+117.2%
-71.0%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.2% | +0.4% |
| 7D | -0.7% | +5.6% | -6.3% | -1.5% |
| 30D | +5.3% | +17.6% | -12.2% | +2.8% |
| 3M | +10.1% | +7.5% | +2.7% | +8.9% |
| 6M | +18.0% | +18.5% | -0.5% | +15.0% |
| YTD | +25.8% | +30.9% | -5.1% | +20.7% |
| 1Y | +28.4% | +34.1% | -5.7% | +22.8% |
| 3Y | +20.9% | +135.5% | -114.6% | +6.6% |
| 5Y | -21.5% | +86.5% | -108.0% | -29.6% |
| 10Y | +46.2% | +116.1% | -69.9% | +37.8% |
| All | +46.2% | +117.2% | -71.0% | +37.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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