+14.3%
PFE vs SPOT
+255.6%
-241.3%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.9% | +0.2% | -1.6% |
| 7D | -3.7% | +1.6% | -5.3% | -3.8% |
| 30D | +5.0% | +17.6% | -12.6% | +4.3% |
| 3M | +12.2% | +26.9% | -14.8% | +11.3% |
| 6M | +14.6% | +41.8% | -27.2% | +13.4% |
| YTD | +24.1% | +3.8% | +20.3% | +23.0% |
| 1Y | +26.6% | -2.5% | +29.0% | +25.5% |
| 3Y | +14.3% | +260.6% | -246.3% | +4.6% |
| All | +14.3% | +255.6% | -241.3% | +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 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