+14.3%
PFE vs STM
+4.7%
+9.6%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +4.4% | -6.1% | -1.9% |
| 7D | -3.7% | -10.7% | +7.0% | -3.1% |
| 30D | +5.0% | -25.7% | +30.7% | +6.7% |
| 3M | +12.2% | -21.6% | +33.7% | +13.5% |
| 6M | +14.6% | -27.8% | +42.4% | +14.8% |
| YTD | +24.1% | +61.8% | -37.6% | +12.4% |
| 1Y | +26.6% | +78.1% | -51.5% | +13.3% |
| 3Y | +14.3% | +4.9% | +9.4% | -3.3% |
| All | +14.3% | +4.7% | +9.6% | -3.3% |
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