+3,280.0%
PFE vs STT
+7,372.9%
-4,093.0%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +9.3% |
| 3M | +12.7% | +20.0% | -7.3% | +8.2% |
| 6M | +10.5% | +55.3% | -44.8% | +0.2% |
| YTD | +20.2% | +53.3% | -33.2% | +9.1% |
| 1Y | +24.1% | +74.7% | -50.6% | +9.4% |
| 3Y | -3.6% | +205.8% | -209.4% | -25.2% |
| 5Y | -20.9% | +145.0% | -165.9% | -37.4% |
| 10Y | +35.8% | +266.0% | -230.2% | -6.1% |
| All | +3,280.0% | +7,372.9% | -4,093.0% | +753.3% |
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 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