+253.2%
PFE vs SPYM
+807.3%
-554.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.8% | +0.7% |
| 7D | -0.7% | -0.6% | -0.1% | -0.4% |
| 30D | +5.3% | -3.7% | +9.0% | +7.6% |
| 3M | +10.1% | -2.7% | +12.9% | +11.8% |
| 6M | +18.0% | +2.2% | +15.8% | +15.9% |
| YTD | +25.8% | +10.9% | +14.9% | +17.2% |
| 1Y | +28.4% | +11.3% | +17.1% | +19.4% |
| 3Y | +20.9% | +76.8% | -55.9% | -17.3% |
| 5Y | -21.5% | +73.5% | -95.0% | -46.6% |
| 10Y | +46.2% | +307.9% | -261.7% | -45.3% |
| All | +253.2% | +807.3% | -554.1% | -26.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling