+26.6%
PFE vs SPY
+9.9%
+16.7%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.3% | -2.0% | -1.7% |
| 7D | -3.7% | -2.7% | -1.0% | -2.9% |
| 30D | +5.0% | -5.4% | +10.4% | +6.5% |
| 3M | +12.2% | -4.1% | +16.3% | +13.3% |
| 6M | +14.6% | +0.7% | +13.9% | +13.6% |
| YTD | +24.1% | +8.7% | +15.5% | +18.8% |
| 1Y | +26.6% | +10.9% | +15.7% | +19.5% |
| All | +26.6% | +9.9% | +16.7% | +19.5% |
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