+14.3%
PFE vs SPY
+75.1%
-60.8%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.3% | -2.0% | -1.7% |
| 7D | -3.7% | -2.7% | -1.0% | -2.8% |
| 30D | +5.0% | -5.4% | +10.4% | +6.9% |
| 3M | +12.2% | -4.1% | +16.3% | +13.7% |
| 6M | +14.6% | +0.7% | +13.9% | +13.9% |
| YTD | +24.1% | +8.7% | +15.5% | +19.8% |
| 1Y | +26.6% | +10.9% | +15.7% | +21.2% |
| 3Y | +14.3% | +75.0% | -60.7% | -1.8% |
| All | +14.3% | +75.1% | -60.8% | -1.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling