+16.8%
PFE vs STM
-28.4%
+45.3%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -12.4% | +9.4% | -3.7% |
| 7D | -0.2% | -20.1% | +19.9% | -1.5% |
| 30D | +8.7% | -32.0% | +40.6% | +6.4% |
| 3M | +15.8% | -24.2% | +39.9% | +14.1% |
| 6M | +16.8% | -29.9% | +46.8% | +13.4% |
| All | +16.8% | -28.4% | +45.3% | +13.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling