+48.5%
PFE vs SPYM
+311.5%
-263.0%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.3% | -1.8% | -1.9% |
| 7D | -2.1% | +3.3% | -5.4% | -3.9% |
| 30D | +3.1% | -2.6% | +5.7% | +4.5% |
| 3M | +11.2% | -1.7% | +12.9% | +12.1% |
| 6M | +15.0% | +3.1% | +11.9% | +12.7% |
| YTD | +23.5% | +12.0% | +11.5% | +15.3% |
| 1Y | +18.9% | +12.1% | +6.8% | +10.9% |
| 3Y | +18.7% | +78.5% | -59.8% | -16.6% |
| 5Y | -24.0% | +73.8% | -97.9% | -46.6% |
| All | +48.5% | +311.5% | -263.0% | -39.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYM.
Daily Out/Under-Performance
Portfolio return minus SPYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYM 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 SPYM 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