+83.8%
PFE vs SPYG
+564.9%
-481.1%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.2% |
| 7D | +1.8% | +0.4% | +1.4% | +1.6% |
| 30D | +10.2% | -0.4% | +10.7% | +10.4% |
| 3M | +12.7% | +0.5% | +12.1% | +11.9% |
| 6M | +10.5% | +17.5% | -6.9% | +1.4% |
| YTD | +20.2% | +14.3% | +5.8% | +11.6% |
| 1Y | +24.1% | +21.7% | +2.4% | +11.5% |
| 3Y | -3.6% | +98.6% | -102.2% | -34.0% |
| 5Y | -20.9% | +85.1% | -106.0% | -45.4% |
| 10Y | +35.8% | +412.0% | -376.2% | -47.2% |
| All | +83.8% | +564.9% | -481.1% | -57.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling