+54.7%
RSP vs PFE
-4.1%
+58.8%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.8% | -0.2% |
| 7D | -0.8% | +1.8% | -2.5% | -1.1% |
| 30D | -0.3% | +10.2% | -10.6% | -2.4% |
| 3M | +4.3% | +12.7% | -8.4% | +1.5% |
| 6M | +8.8% | +10.5% | -1.7% | +6.3% |
| YTD | +15.3% | +20.2% | -4.9% | +10.5% |
| 1Y | +18.3% | +24.1% | -5.8% | +12.3% |
| All | +54.7% | -4.1% | +58.8% | +49.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling