+12.2%
PFE vs SSPC
-56.5%
+68.7%
-5.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | SSPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -17.3% | +15.7% | -1.2% |
| 7D | -3.7% | -4.7% | +1.0% | -3.6% |
| 30D | +5.0% | +36.7% | -31.8% | +4.3% |
| 3M | +12.2% | -49.4% | +61.6% | +10.8% |
| All | +12.2% | -56.5% | +68.7% | +10.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SSPC.
Daily Out/Under-Performance
Portfolio return minus SSPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SSPC 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 3mo: compounded portfolio wealth divided by compounded SSPC 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…
3mo analysis · Full analysis span regression · Available span rolling