+48.4%
RSP vs PFE
-25.1%
+73.5%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.1% | +1.2% | -0.4% |
| 7D | +1.8% | -2.1% | +3.9% | +2.3% |
| 30D | +3.5% | +3.1% | +0.4% | +2.8% |
| 3M | +0.2% | +11.2% | -11.0% | -2.2% |
| 6M | +9.1% | +15.0% | -5.9% | +5.6% |
| YTD | +16.6% | +23.5% | -6.9% | +10.8% |
| 1Y | +17.9% | +18.9% | -1.0% | +13.0% |
| 3Y | +64.6% | +18.7% | +45.9% | +55.4% |
| 5Y | +48.4% | -24.0% | +72.4% | +59.1% |
| All | +48.4% | -25.1% | +73.5% | +59.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling