+1,361.2%
PFE vs STM
+1,808.6%
-447.4%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +4.4% | -6.1% | -2.3% |
| 7D | -3.7% | -10.7% | +7.0% | -2.3% |
| 30D | +5.0% | -25.7% | +30.7% | +9.0% |
| 3M | +12.2% | -21.6% | +33.7% | +15.2% |
| 6M | +14.6% | -27.8% | +42.4% | +17.0% |
| YTD | +24.1% | +61.8% | -37.6% | +11.7% |
| 1Y | +26.6% | +78.1% | -51.5% | +12.2% |
| 3Y | +14.3% | +4.9% | +9.4% | +6.3% |
| 5Y | -21.9% | -14.3% | -7.7% | -26.9% |
| 10Y | +62.6% | +414.1% | -351.4% | +9.1% |
| All | +1,361.2% | +1,808.6% | -447.4% | +667.4% |
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 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