+3,391.6%
PFE vs STT
+6,268.9%
-2,877.3%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.2% | -1.8% | -1.7% |
| 7D | -3.7% | -2.5% | -1.2% | -3.2% |
| 30D | +5.0% | -5.0% | +9.9% | +6.0% |
| 3M | +12.2% | -10.5% | +22.6% | +14.6% |
| 6M | +14.6% | +10.0% | +4.6% | +11.8% |
| YTD | +24.1% | +30.7% | -6.6% | +16.5% |
| 1Y | +26.6% | +43.8% | -17.2% | +16.4% |
| 3Y | +14.3% | +168.1% | -153.8% | -8.8% |
| 5Y | -21.9% | +101.4% | -123.3% | -35.5% |
| 10Y | +62.6% | +211.3% | -148.7% | +16.3% |
| All | +3,391.6% | +6,268.9% | -2,877.3% | +811.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling