-21.9%
PFE vs SPXS
-83.3%
+61.4%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -7.0% | +6.5% | -1.5% |
| 7D | -3.3% | -1.5% | -1.8% | -3.3% |
| 30D | +4.9% | +9.6% | -4.8% | +6.4% |
| 3M | +10.8% | +8.5% | +2.4% | +12.3% |
| 6M | +17.5% | -5.8% | +23.3% | +17.2% |
| YTD | +25.3% | -25.4% | +50.6% | +21.5% |
| 1Y | +27.7% | -28.8% | +56.5% | +23.3% |
| 3Y | +19.6% | -80.9% | +100.5% | -0.4% |
| All | -21.9% | -83.3% | +61.4% | -37.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling