+28.4%
PFE vs STT
+48.0%
-19.5%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.4% |
| 7D | -0.7% | +1.1% | -1.8% | -0.8% |
| 30D | +5.3% | -1.9% | +7.2% | +5.6% |
| 3M | +10.1% | -7.6% | +17.7% | +11.2% |
| 6M | +18.0% | +16.0% | +2.0% | +12.9% |
| YTD | +25.8% | +36.2% | -10.4% | +13.9% |
| 1Y | +28.4% | +46.8% | -18.3% | +13.3% |
| All | +28.4% | +48.0% | -19.5% | +13.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling