+26.6%
PFE vs STM
+90.8%
-64.2%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | +0.1% | +0.4% |
| 7D | -2.1% | -7.9% | +5.8% | -2.2% |
| 30D | +3.8% | -14.1% | +18.0% | +3.8% |
| 3M | +8.5% | -17.6% | +26.2% | +8.5% |
| 6M | +16.3% | -24.2% | +40.6% | +14.1% |
| YTD | +24.0% | +73.3% | -49.3% | +4.5% |
| 1Y | +26.6% | +90.1% | -63.5% | +3.9% |
| All | +26.6% | +90.8% | -64.2% | +3.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling