-20.2%
PFE vs SPYM
+72.1%
-92.3%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.3% | -2.9% | -1.5% |
| 7D | -4.7% | +0.1% | -4.8% | -4.7% |
| 30D | +3.4% | -3.3% | +6.7% | +4.7% |
| 3M | +9.2% | -2.4% | +11.6% | +10.2% |
| 6M | +15.8% | +2.6% | +13.2% | +14.3% |
| YTD | +23.4% | +11.3% | +12.1% | +17.7% |
| 1Y | +25.8% | +13.5% | +12.4% | +19.1% |
| 3Y | +17.8% | +80.3% | -62.4% | -8.5% |
| 5Y | -20.2% | +72.7% | -92.9% | -43.4% |
| All | -20.2% | +72.1% | -92.3% | -43.4% |
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