+1,582.9%
PFE vs SPY
+3,091.8%
-1,508.9%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.9% | -1.0% |
| 7D | +1.8% | +0.1% | +1.6% | +1.7% |
| 30D | +10.2% | +0.1% | +10.2% | +10.2% |
| 3M | +12.7% | +2.0% | +10.7% | +10.8% |
| 6M | +10.5% | +13.0% | -2.5% | +0.6% |
| YTD | +20.2% | +13.5% | +6.6% | +8.9% |
| 1Y | +24.1% | +20.0% | +4.1% | +8.0% |
| 3Y | -3.6% | +77.2% | -80.8% | -38.3% |
| 5Y | -20.9% | +81.9% | -102.7% | -51.6% |
| 10Y | +35.8% | +314.1% | -278.2% | -57.5% |
| All | +1,582.9% | +3,091.8% | -1,508.9% | -25.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling