+18.0%
RSP vs PFE
+27.1%
-9.1%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.3% | 0.0% |
| 7D | -1.0% | -3.7% | +2.7% | -0.2% |
| 30D | +2.6% | +5.0% | -2.4% | +1.7% |
| 3M | -0.8% | +12.2% | -13.0% | -3.1% |
| 6M | +6.3% | +14.6% | -8.3% | +3.5% |
| YTD | +14.1% | +24.1% | -10.0% | +8.4% |
| 1Y | +18.0% | +26.6% | -8.6% | +11.2% |
| All | +18.0% | +27.1% | -9.1% | +11.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PFE.
Daily Out/Under-Performance
Portfolio return minus PFE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFE 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 1y: compounded portfolio wealth divided by compounded PFE 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…
1y analysis · Full analysis span regression · 6 months rolling