+1,314.5%
PFE vs STM
+2,285.7%
-971.2%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.9% | -3.1% | -1.5% |
| 7D | +1.8% | +5.8% | -4.0% | +0.9% |
| 30D | +10.2% | -1.0% | +11.2% | +10.2% |
| 3M | +12.7% | -33.3% | +45.9% | +17.8% |
| 6M | +10.5% | +57.4% | -46.8% | +1.0% |
| YTD | +20.2% | +102.2% | -82.0% | +5.5% |
| 1Y | +24.1% | +99.6% | -75.5% | +8.7% |
| 3Y | -3.6% | +14.5% | -18.1% | -10.8% |
| 5Y | -20.9% | +21.4% | -42.2% | -29.2% |
| 10Y | +35.8% | +695.0% | -659.1% | -14.1% |
| All | +1,314.5% | +2,285.7% | -971.2% | +624.4% |
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