+35.6%
PFE vs SPXS
-30.2%
+65.8%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -4.9% | +7.5% | +2.3% |
| 7D | +4.6% | +2.2% | +2.4% | +4.7% |
| 30D | +12.3% | +3.8% | +8.6% | +12.7% |
| 3M | +21.2% | +3.3% | +17.8% | +21.5% |
| 6M | +21.1% | -16.7% | +37.8% | +18.5% |
| YTD | +30.0% | -28.5% | +58.6% | +25.4% |
| 1Y | +35.6% | -30.4% | +66.0% | +30.3% |
| All | +35.6% | -30.2% | +65.8% | +30.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 1y: compounded portfolio wealth divided by compounded SPXS 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…
1y analysis · Full analysis span regression · 6 months rolling