+50.7%
PFE vs STM
+468.1%
-417.4%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.5% | -3.2% | -0.1% |
| 7D | -3.0% | +1.4% | -4.4% | -3.2% |
| 30D | +5.2% | -8.4% | +13.6% | +5.9% |
| 3M | +12.2% | -15.8% | +28.1% | +13.8% |
| 6M | +17.8% | -22.8% | +40.6% | +18.7% |
| YTD | +26.2% | +79.4% | -53.2% | +12.9% |
| 1Y | +23.2% | +97.0% | -73.8% | +8.7% |
| 3Y | +21.3% | +14.2% | +7.1% | +11.8% |
| 5Y | -23.1% | -4.5% | -18.6% | -29.1% |
| 10Y | +50.7% | +463.1% | -412.4% | +17.5% |
| All | +50.7% | +468.1% | -417.4% | +17.5% |
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