+19.5%
RSP vs PFE
+18.8%
+0.7%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.2% |
| 7D | +2.4% | -1.7% | +4.1% | +2.7% |
| 30D | +4.3% | +0.3% | +3.9% | +4.3% |
| 3M | -0.3% | +9.4% | -9.7% | -2.1% |
| 6M | +9.8% | +14.9% | -5.1% | +6.8% |
| YTD | +16.8% | +23.8% | -7.0% | +10.5% |
| 1Y | +19.5% | +19.5% | 0.0% | +14.1% |
| All | +19.5% | +18.8% | +0.7% | +14.1% |
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