+32.9%
PFE vs SPY
+311.3%
-278.4%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.5% | -1.8% | -2.0% |
| 7D | -2.7% | +0.5% | -3.2% | -3.0% |
| 30D | +3.8% | -0.9% | +4.8% | +4.4% |
| 3M | +10.4% | +3.9% | +6.5% | +7.9% |
| 6M | +6.3% | +14.5% | -8.3% | -2.0% |
| YTD | +17.4% | +12.9% | +4.4% | +9.1% |
| 1Y | +21.1% | +19.4% | +1.8% | +9.1% |
| 3Y | -1.6% | +78.5% | -80.1% | -31.2% |
| 5Y | -22.2% | +81.8% | -103.9% | -47.2% |
| 10Y | +32.9% | +311.5% | -278.6% | -54.3% |
| All | +32.9% | +311.3% | -278.4% | -54.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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