+28.4%
PFE vs SPOT
+267.1%
-238.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.6% | -0.6% |
| 7D | -4.7% | +2.5% | -7.2% | -4.8% |
| 30D | +3.4% | +15.1% | -11.8% | +2.5% |
| 3M | +9.2% | +24.8% | -15.5% | +7.9% |
| 6M | +15.8% | +45.8% | -30.0% | +13.3% |
| YTD | +23.4% | +4.9% | +18.6% | +22.5% |
| 1Y | +25.8% | -1.3% | +27.1% | +25.2% |
| 3Y | +17.8% | +257.7% | -239.9% | +7.6% |
| 5Y | -20.2% | +118.5% | -138.7% | -26.4% |
| All | +28.4% | +267.1% | -238.8% | +4.4% |
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