+48.8%
PFE vs STM
+470.7%
-421.9%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.4% | +0.1% |
| 7D | -1.7% | +12.0% | -13.7% | -2.9% |
| 30D | +0.3% | -0.4% | +0.7% | +0.1% |
| 3M | +9.4% | -13.2% | +22.6% | +10.5% |
| 6M | +14.9% | -26.1% | +41.0% | +16.6% |
| YTD | +23.8% | +81.2% | -57.4% | +10.6% |
| 1Y | +19.5% | +98.3% | -78.8% | +5.4% |
| 3Y | +21.0% | +16.7% | +4.3% | +11.2% |
| 5Y | -23.9% | -4.8% | -19.0% | -29.7% |
| All | +48.8% | +470.7% | -421.9% | +15.4% |
Cumulative growth
Daily Returns
Daily percentage return beside STM.
Daily Out/Under-Performance
Portfolio return minus STM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STM 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 10y: compounded portfolio wealth divided by compounded STM 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…
10y analysis · Full analysis span regression · 6 months rolling