+22.1%
PFE vs SPOT
+218.6%
-196.6%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.5% | +0.2% | -2.2% |
| 7D | -2.7% | -2.9% | +0.2% | -2.5% |
| 30D | +3.8% | +8.3% | -4.4% | +3.4% |
| 3M | +10.4% | +5.1% | +5.3% | +10.0% |
| 6M | +6.3% | -6.5% | +12.7% | +6.4% |
| YTD | +17.4% | -9.0% | +26.3% | +17.4% |
| 1Y | +21.1% | -26.4% | +47.5% | +22.4% |
| 3Y | -1.6% | +240.0% | -241.6% | -9.9% |
| 5Y | -22.2% | +111.7% | -133.9% | -28.3% |
| All | +22.1% | +218.6% | -196.6% | +0.1% |
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