+1,614.4%
PFE vs SPG
+5,939.2%
-4,324.9%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.5% | -1.6% | -2.0% |
| 7D | -2.1% | +3.1% | -5.2% | -2.7% |
| 30D | +3.1% | +16.4% | -13.3% | 0.0% |
| 3M | +11.2% | +7.1% | +4.1% | +9.6% |
| 6M | +15.0% | +16.1% | -1.0% | +11.5% |
| YTD | +23.5% | +30.4% | -6.9% | +16.9% |
| 1Y | +18.9% | +33.0% | -14.1% | +12.1% |
| 3Y | +18.7% | +134.6% | -115.9% | -0.7% |
| 5Y | -24.0% | +84.9% | -108.9% | -34.5% |
| 10Y | +47.5% | +114.9% | -67.4% | +14.6% |
| All | +1,614.4% | +5,939.2% | -4,324.9% | +587.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling