-21.5%
PFE vs STM
-6.5%
-15.0%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | +0.1% | +0.4% |
| 7D | -0.7% | -7.9% | +7.2% | -0.2% |
| 30D | +5.3% | -14.1% | +19.5% | +6.4% |
| 3M | +10.1% | -17.6% | +27.7% | +11.4% |
| 6M | +18.0% | -24.2% | +42.3% | +18.5% |
| YTD | +25.8% | +73.3% | -47.5% | +13.7% |
| 1Y | +28.4% | +90.1% | -61.7% | +14.8% |
| 3Y | +20.9% | +10.3% | +10.6% | +11.1% |
| 5Y | -21.5% | -5.7% | -15.8% | -32.5% |
| All | -21.5% | -6.5% | -15.0% | -32.5% |
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 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