+17.8%
PFE vs STM
+11.4%
+6.4%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +6.8% | -7.3% | -0.9% |
| 7D | -4.7% | -5.6% | +0.9% | -4.5% |
| 30D | +3.4% | -14.4% | +17.8% | +4.2% |
| 3M | +9.2% | -20.5% | +29.7% | +10.5% |
| 6M | +15.8% | -24.5% | +40.3% | +15.8% |
| YTD | +23.4% | +72.7% | -49.2% | +11.4% |
| 1Y | +25.8% | +91.0% | -65.2% | +12.2% |
| 3Y | +17.8% | +13.5% | +4.3% | -0.6% |
| All | +17.8% | +11.4% | +6.4% | -0.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling