+35.2%
PFE vs SPYG
+412.5%
-377.2%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.3% | +0.1% |
| 7D | -4.3% | +0.3% | -4.6% | -4.4% |
| 30D | +2.7% | -1.7% | +4.4% | +3.4% |
| 3M | +10.0% | +3.6% | +6.3% | +8.1% |
| 6M | +7.2% | +16.6% | -9.4% | +0.1% |
| YTD | +17.3% | +13.4% | +4.0% | +10.7% |
| 1Y | +20.3% | +19.6% | +0.7% | +10.9% |
| 3Y | -1.6% | +99.8% | -101.4% | -29.8% |
| 5Y | -21.4% | +85.0% | -106.3% | -43.0% |
| 10Y | +35.2% | +422.1% | -386.9% | -52.4% |
| All | +35.2% | +412.5% | -377.2% | -52.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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