+1,622.5%
PFE vs SPG
+5,805.1%
-4,182.5%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.8% | -2.5% | -1.8% |
| 7D | -3.7% | +4.9% | -8.6% | -4.6% |
| 30D | +5.0% | +15.6% | -10.6% | +2.0% |
| 3M | +12.2% | +4.1% | +8.1% | +11.2% |
| 6M | +14.6% | +13.6% | +1.0% | +11.5% |
| YTD | +24.1% | +27.5% | -3.4% | +18.0% |
| 1Y | +26.6% | +32.2% | -5.7% | +19.4% |
| 3Y | +14.3% | +126.0% | -111.7% | -3.7% |
| 5Y | -21.9% | +74.7% | -96.7% | -31.9% |
| 10Y | +62.6% | +112.8% | -50.2% | +26.5% |
| All | +1,622.5% | +5,805.1% | -4,182.5% | +593.4% |
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