+49.6%
PFE vs SPG
+117.3%
-67.7%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.0% | -2.6% | -0.8% |
| 7D | -4.7% | +5.1% | -9.8% | -5.4% |
| 30D | +3.4% | +16.8% | -13.5% | +1.0% |
| 3M | +9.2% | +5.7% | +3.6% | +8.3% |
| 6M | +15.8% | +17.8% | -2.0% | +12.9% |
| YTD | +23.4% | +30.1% | -6.7% | +18.5% |
| 1Y | +25.8% | +32.8% | -7.0% | +20.5% |
| 3Y | +17.8% | +137.2% | -119.4% | +3.7% |
| 5Y | -20.2% | +81.5% | -101.6% | -28.2% |
| 10Y | +49.6% | +116.5% | -66.9% | +41.1% |
| All | +49.6% | +117.3% | -67.7% | +41.1% |
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