-22.2%
PFE vs SPYM
+82.4%
-104.6%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.6% | -1.8% | -2.1% |
| 7D | -2.7% | +0.6% | -3.2% | -2.9% |
| 30D | +3.8% | -0.9% | +4.8% | +4.2% |
| 3M | +10.4% | +3.9% | +6.5% | +8.6% |
| 6M | +6.3% | +14.5% | -8.3% | +0.3% |
| YTD | +17.4% | +13.0% | +4.4% | +11.3% |
| 1Y | +21.1% | +19.4% | +1.7% | +12.3% |
| 3Y | -1.6% | +78.9% | -80.5% | -23.5% |
| 5Y | -22.2% | +82.3% | -104.5% | -44.3% |
| All | -22.2% | +82.4% | -104.6% | -44.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling