+35.2%
PFE vs SPXS
-99.5%
+134.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.5% | +0.2% |
| 7D | -4.3% | +1.2% | -5.5% | -4.0% |
| 30D | +2.7% | +5.2% | -2.5% | +3.7% |
| 3M | +10.0% | -9.2% | +19.1% | +8.3% |
| 6M | +7.2% | -29.6% | +36.8% | +1.0% |
| YTD | +17.3% | -27.6% | +45.0% | +11.4% |
| 1Y | +20.3% | -36.7% | +57.0% | +11.8% |
| 3Y | -1.6% | -79.8% | +78.2% | -23.5% |
| 5Y | -21.4% | -85.9% | +64.5% | -38.7% |
| 10Y | +35.2% | -99.5% | +134.8% | -46.6% |
| All | +35.2% | -99.5% | +134.8% | -46.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling