+49.6%
PFE vs STT
+211.9%
-162.3%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.2% | -3.8% | -1.2% |
| 7D | -4.7% | +0.9% | -5.6% | -4.9% |
| 30D | +3.4% | -2.3% | +5.7% | +3.8% |
| 3M | +9.2% | -7.0% | +16.2% | +10.7% |
| 6M | +15.8% | +15.5% | +0.3% | +11.7% |
| YTD | +23.4% | +35.6% | -12.1% | +14.6% |
| 1Y | +25.8% | +47.9% | -22.0% | +14.5% |
| 3Y | +17.8% | +181.1% | -163.2% | -7.9% |
| 5Y | -20.2% | +108.2% | -128.4% | -35.3% |
| 10Y | +49.6% | +201.0% | -151.4% | +6.4% |
| All | +49.6% | +211.9% | -162.3% | +6.4% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 10y: compounded portfolio wealth divided by compounded STT 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…
10y analysis · Full analysis span regression · 6 months rolling