+50.7%
PFE vs SPG
+116.4%
-65.7%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | -3.0% | +2.7% | -5.7% | -3.3% |
| 30D | +5.2% | +16.6% | -11.3% | +2.8% |
| 3M | +12.2% | +8.1% | +4.2% | +10.9% |
| 6M | +17.8% | +19.3% | -1.5% | +14.6% |
| YTD | +26.2% | +31.1% | -4.9% | +21.0% |
| 1Y | +23.2% | +32.8% | -9.6% | +17.9% |
| 3Y | +21.3% | +135.8% | -114.5% | +6.9% |
| 5Y | -23.1% | +85.1% | -108.2% | -30.9% |
| 10Y | +50.7% | +115.9% | -65.2% | +42.0% |
| All | +50.7% | +116.4% | -65.7% | +42.0% |
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