+246.6%
PFE vs SPYM
+810.5%
-563.9%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.3% | -2.9% | -2.0% |
| 7D | -4.7% | +0.1% | -4.8% | -4.8% |
| 30D | +3.4% | -3.3% | +6.7% | +5.4% |
| 3M | +9.2% | -2.4% | +11.6% | +10.7% |
| 6M | +15.8% | +2.6% | +13.2% | +13.5% |
| YTD | +23.4% | +11.3% | +12.1% | +14.8% |
| 1Y | +25.8% | +13.5% | +12.4% | +15.6% |
| 3Y | +17.8% | +80.3% | -62.4% | -20.4% |
| 5Y | -20.2% | +72.7% | -92.9% | -45.6% |
| 10Y | +49.6% | +312.2% | -262.6% | -44.4% |
| All | +246.6% | +810.5% | -563.9% | -27.6% |
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