+32.8%
PFE vs SU
+267.2%
-234.4%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.3% |
| 7D | -2.6% | +2.2% | -4.8% | -2.9% |
| 30D | +5.4% | +8.4% | -3.1% | +4.1% |
| 3M | +7.8% | +12.1% | -4.3% | +5.9% |
| 6M | +5.0% | +19.7% | -14.6% | +1.9% |
| YTD | +17.1% | +58.4% | -41.3% | +8.9% |
| 1Y | +19.3% | +67.2% | -47.9% | +10.1% |
| 3Y | -0.9% | +125.0% | -126.0% | -13.4% |
| 5Y | -20.8% | +355.1% | -375.8% | -39.4% |
| All | +32.8% | +267.2% | -234.4% | +2.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SU.
Daily Out/Under-Performance
Portfolio return minus SU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SU 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 SU 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