+25.0%
PFE vs SPOT
+227.0%
-202.0%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +9.5% |
| 3M | +12.7% | +9.9% | +2.8% | +12.1% |
| 6M | +10.5% | +1.6% | +9.0% | +10.2% |
| YTD | +20.2% | -6.6% | +26.7% | +20.1% |
| 1Y | +24.1% | -22.9% | +47.0% | +25.1% |
| 3Y | -3.6% | +244.3% | -247.8% | -11.8% |
| 5Y | -20.9% | +117.8% | -138.7% | -27.2% |
| All | +25.0% | +227.0% | -202.0% | +2.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling