+26.0%
PFE vs SPY
+12.3%
+13.7%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.4% | -2.9% | -1.2% |
| 7D | -4.7% | +0.1% | -4.8% | -4.6% |
| 30D | +3.4% | -3.3% | +6.7% | +4.3% |
| 3M | +9.2% | -2.4% | +11.6% | +9.9% |
| 6M | +15.8% | +2.6% | +13.3% | +14.4% |
| YTD | +23.4% | +11.2% | +12.2% | +17.2% |
| All | +26.0% | +12.3% | +13.7% | +19.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling