+28.5%
PFE vs SPOT
+260.8%
-232.3%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.7% | -0.4% | -2.0% |
| 7D | -2.1% | -2.6% | +0.5% | -2.0% |
| 30D | +3.1% | +13.5% | -10.4% | +2.4% |
| 3M | +11.2% | +22.2% | -11.1% | +9.9% |
| 6M | +15.0% | +38.3% | -23.3% | +12.9% |
| YTD | +23.5% | +3.1% | +20.5% | +22.7% |
| 1Y | +18.9% | -7.6% | +26.5% | +18.7% |
| 3Y | +18.7% | +250.0% | -231.3% | +8.6% |
| 5Y | -24.0% | +113.3% | -137.4% | -29.8% |
| All | +28.5% | +260.8% | -232.3% | +4.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPOT.
Daily Out/Under-Performance
Portfolio return minus SPOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPOT 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 10y: compounded portfolio wealth divided by compounded SPOT 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…
10y analysis · Full analysis span regression · 6 months rolling