+21.1%
PFE vs SPOT
-25.6%
+46.8%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.5% | +0.2% | -2.1% |
| 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% | +9.9% |
| 6M | +6.3% | -6.5% | +12.7% | +6.2% |
| YTD | +17.4% | -9.0% | +26.3% | +15.3% |
| 1Y | +21.1% | -26.4% | +47.5% | +14.3% |
| All | +21.1% | -25.6% | +46.8% | +14.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling