-20.7%
PFE vs STM
+20.8%
-41.5%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.9% | -3.1% | -1.4% |
| 7D | +1.8% | +5.8% | -4.0% | +1.3% |
| 30D | +10.2% | -1.0% | +11.2% | +10.2% |
| 3M | +12.7% | -33.3% | +45.9% | +16.1% |
| 6M | +10.5% | +57.4% | -46.8% | +2.5% |
| YTD | +20.2% | +102.2% | -82.0% | +7.8% |
| 1Y | +24.1% | +99.6% | -75.5% | +11.2% |
| 3Y | -3.6% | +14.5% | -18.1% | -10.9% |
| All | -20.7% | +20.8% | -41.5% | -31.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling