+18.9%
PFE vs SPXS
-25.7%
+44.6%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.0% | -3.1% | -2.0% |
| 7D | -2.1% | -9.5% | +7.4% | -2.9% |
| 30D | +3.1% | +7.4% | -4.3% | +3.9% |
| 3M | +11.2% | +6.1% | +5.1% | +12.0% |
| 6M | +15.0% | -7.3% | +22.3% | +14.4% |
| YTD | +23.5% | -26.7% | +50.3% | +19.3% |
| 1Y | +18.9% | -26.2% | +45.1% | +15.3% |
| All | +18.9% | -25.7% | +44.6% | +15.3% |
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