-21.0%
PFE vs SU
+341.5%
-362.5%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.3% | -0.5% |
| 7D | -4.0% | +1.7% | -5.7% | -4.2% |
| 30D | +3.9% | +9.6% | -5.8% | +3.0% |
| 3M | +9.9% | +11.7% | -1.8% | +8.7% |
| 6M | +5.3% | +21.9% | -16.6% | +3.0% |
| YTD | +16.8% | +58.6% | -41.9% | +11.1% |
| 1Y | +20.4% | +66.5% | -46.1% | +14.0% |
| 3Y | -2.1% | +121.4% | -123.5% | -10.3% |
| 5Y | -21.0% | +355.7% | -376.7% | -24.8% |
| All | -21.0% | +341.5% | -362.5% | -24.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling