-2.5%
PFE vs SPOT
+247.6%
-250.1%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.2% | +1.9% | -1.1% |
| 7D | +1.8% | -0.9% | +2.7% | +1.8% |
| 30D | +10.2% | +12.5% | -2.3% | +9.8% |
| 3M | +12.7% | +9.9% | +2.8% | +12.3% |
| 6M | +10.5% | +1.6% | +9.0% | +10.2% |
| YTD | +20.2% | -6.6% | +26.7% | +19.7% |
| 1Y | +24.1% | -22.9% | +47.0% | +23.8% |
| All | -2.5% | +247.6% | -250.1% | -10.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling