-21.5%
PFE vs SPG
+74.6%
-96.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.8% | -2.5% | -1.8% |
| 7D | -3.7% | +4.9% | -8.6% | -4.7% |
| 30D | +5.0% | +15.6% | -10.6% | +1.8% |
| 3M | +12.2% | +4.1% | +8.1% | +11.2% |
| 6M | +14.6% | +13.6% | +1.0% | +11.4% |
| YTD | +24.1% | +27.5% | -3.4% | +17.6% |
| 1Y | +26.6% | +32.2% | -5.7% | +19.1% |
| 3Y | +14.3% | +126.0% | -111.7% | -1.9% |
| All | -21.5% | +74.6% | -96.1% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling