-19.0%
PFE vs SPOT
+113.7%
-132.7%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | +0.2% |
| 7D | -2.6% | -3.1% | +0.5% | -2.5% |
| 30D | +5.4% | +7.4% | -2.0% | +5.1% |
| 3M | +7.8% | +8.2% | -0.4% | +7.5% |
| 6M | +5.0% | +2.2% | +2.8% | +4.8% |
| YTD | +17.1% | -9.5% | +26.5% | +17.0% |
| 1Y | +19.3% | -23.8% | +43.2% | +19.8% |
| 3Y | -0.9% | +233.5% | -234.4% | -6.1% |
| All | -19.0% | +113.7% | -132.7% | -31.1% |
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