+1,385.6%
PFE vs STM
+1,727.7%
-342.1%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -12.4% | +9.4% | -1.2% |
| 7D | -0.2% | -20.1% | +19.9% | +2.7% |
| 30D | +8.7% | -32.0% | +40.6% | +14.2% |
| 3M | +15.8% | -24.2% | +39.9% | +19.5% |
| 6M | +16.8% | -29.9% | +46.8% | +19.9% |
| YTD | +26.2% | +54.9% | -28.7% | +14.3% |
| 1Y | +29.9% | +68.0% | -38.1% | +16.2% |
| 3Y | +15.9% | -0.1% | +16.1% | +8.6% |
| 5Y | -20.6% | -17.9% | -2.7% | -25.2% |
| 10Y | +65.4% | +392.2% | -326.9% | +11.7% |
| All | +1,385.6% | +1,727.7% | -342.1% | +685.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling