-2.5%
PFE vs STT
+207.1%
-209.6%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.4% | -1.3% |
| 7D | +1.8% | +0.5% | +1.3% | +1.6% |
| 30D | +10.2% | +3.9% | +6.4% | +9.1% |
| 3M | +12.7% | +20.0% | -7.3% | +7.4% |
| 6M | +10.5% | +55.3% | -44.8% | -1.7% |
| YTD | +20.2% | +53.3% | -33.2% | +7.0% |
| 1Y | +24.1% | +74.7% | -50.6% | +6.5% |
| All | -2.5% | +207.1% | -209.6% | -29.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling