-23.8%
PFE vs SPOT
+117.4%
-141.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.4% | -2.2% | +0.1% |
| 7D | -1.7% | +1.6% | -3.3% | -1.8% |
| 30D | +0.3% | +16.9% | -16.6% | -0.3% |
| 3M | +9.4% | +23.0% | -13.6% | +8.4% |
| 6M | +14.9% | +42.2% | -27.3% | +13.2% |
| YTD | +23.8% | +5.5% | +18.3% | +22.9% |
| 1Y | +19.5% | -5.1% | +24.6% | +19.1% |
| 3Y | +21.0% | +257.9% | -236.9% | +13.3% |
| All | -23.8% | +117.4% | -141.1% | -39.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling