-2.5%
PFE vs SPG
+112.6%
-115.1%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.3% | -1.0% |
| 7D | +1.8% | -2.4% | +4.1% | +2.4% |
| 30D | +10.2% | -6.8% | +17.1% | +12.3% |
| 3M | +12.7% | +2.7% | +10.0% | +11.7% |
| 6M | +10.5% | +5.5% | +5.1% | +8.6% |
| YTD | +20.2% | +15.7% | +4.4% | +15.0% |
| 1Y | +24.1% | +20.9% | +3.2% | +17.4% |
| All | -2.5% | +112.6% | -115.1% | -17.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling