+32.9%
PFE vs SPG
+61.5%
-28.7%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.2% | -3.5% | -2.5% |
| 7D | -2.7% | 0.0% | -2.7% | -2.7% |
| 30D | +3.8% | -4.9% | +8.8% | +4.6% |
| 3M | +10.4% | +3.3% | +7.1% | +9.8% |
| 6M | +6.3% | +11.2% | -5.0% | +4.5% |
| YTD | +17.4% | +17.1% | +0.3% | +14.5% |
| 1Y | +21.1% | +21.6% | -0.5% | +17.5% |
| 3Y | -1.6% | +111.9% | -113.5% | -11.9% |
| 5Y | -22.2% | +106.9% | -129.1% | -30.9% |
| 10Y | +32.9% | +62.2% | -29.3% | +33.7% |
| All | +32.9% | +61.5% | -28.7% | +33.7% |
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