+1,115.8%
RSP vs PFE
+163.7%
+952.1%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.3% | +0.4% |
| 7D | -1.0% | -3.7% | +2.7% | +0.7% |
| 30D | +2.6% | +5.0% | -2.4% | +0.3% |
| 3M | -0.8% | +12.2% | -13.0% | -6.1% |
| 6M | +6.3% | +14.6% | -8.3% | -0.6% |
| YTD | +14.1% | +24.1% | -10.0% | +2.5% |
| 1Y | +18.0% | +26.6% | -8.6% | +4.8% |
| 3Y | +61.0% | +14.3% | +46.7% | +45.6% |
| 5Y | +45.6% | -21.9% | +67.5% | +53.0% |
| 10Y | +220.2% | +62.6% | +157.5% | +115.4% |
| All | +1,115.8% | +163.7% | +952.1% | +433.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling