-4.9%
SHOP vs PFE
+35.1%
-40.0%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +2.6% | +4.7% | +6.7% |
| 7D | -9.0% | +4.6% | -13.6% | -9.8% |
| 30D | -4.4% | +12.3% | -16.8% | -6.7% |
| 3M | +24.1% | +21.2% | +2.9% | +19.8% |
| 6M | +20.0% | +21.1% | -1.1% | +15.5% |
| YTD | -4.9% | +30.0% | -35.0% | -7.6% |
| 1Y | -4.9% | +35.6% | -40.5% | -9.4% |
| All | -4.9% | +35.1% | -40.0% | -9.4% |
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