+1,127.7%
RSP vs PFE
+155.2%
+972.5%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.8% | +0.1% |
| 7D | -0.8% | +1.8% | -2.5% | -1.6% |
| 30D | -0.3% | +10.2% | -10.6% | -4.8% |
| 3M | +4.3% | +12.7% | -8.4% | -1.6% |
| 6M | +8.8% | +10.5% | -1.7% | +3.4% |
| YTD | +15.3% | +20.2% | -4.9% | +5.2% |
| 1Y | +18.3% | +24.1% | -5.8% | +5.7% |
| 3Y | +52.8% | -3.6% | +56.4% | +49.8% |
| 5Y | +51.7% | -20.9% | +72.6% | +57.3% |
| 10Y | +208.5% | +35.8% | +172.6% | +128.5% |
| All | +1,127.7% | +155.2% | +972.5% | +448.0% |
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