+3,382.3%
PFE vs SU
+62,578.4%
-59,196.0%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | +0.2% |
| 7D | -1.7% | +1.7% | -3.4% | -1.7% |
| 30D | +0.3% | -7.9% | +8.2% | +0.4% |
| 3M | +9.4% | +7.5% | +1.8% | +9.4% |
| 6M | +14.9% | +7.2% | +7.7% | +14.9% |
| YTD | +23.8% | +60.9% | -37.1% | +23.8% |
| 1Y | +19.5% | +63.6% | -44.1% | +19.5% |
| 3Y | +21.0% | +128.9% | -107.8% | +21.0% |
| 5Y | -23.9% | +228.3% | -252.1% | -23.9% |
| 10Y | +47.8% | +240.6% | -192.7% | +47.7% |
| All | +3,382.3% | +62,578.4% | -59,196.0% | +3,325.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling