+1,567.4%
PFE vs SPG
+5,256.9%
-3,689.5%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.3% | -1.1% |
| 7D | +1.8% | -2.4% | +4.1% | +2.2% |
| 30D | +10.2% | -6.8% | +17.1% | +11.8% |
| 3M | +12.7% | +2.7% | +10.0% | +12.0% |
| 6M | +10.5% | +5.5% | +5.1% | +9.2% |
| YTD | +20.2% | +15.7% | +4.4% | +16.5% |
| 1Y | +24.1% | +20.9% | +3.2% | +19.2% |
| 3Y | -3.6% | +112.4% | -116.0% | -17.8% |
| 5Y | -20.9% | +101.4% | -122.2% | -32.9% |
| 10Y | +35.8% | +60.6% | -24.8% | +12.4% |
| All | +1,567.4% | +5,256.9% | -3,689.5% | +584.6% |
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