+3,608.8%
SHOP vs PFE
+61.4%
+3,547.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.6% | +5.2% | +4.1% |
| 7D | -5.4% | -3.7% | -1.7% | -4.2% |
| 30D | -10.3% | +5.0% | -15.3% | -11.7% |
| 3M | +1.0% | +12.2% | -11.2% | -2.7% |
| 6M | +41.2% | +14.6% | +26.6% | +35.0% |
| YTD | -7.5% | +24.1% | -31.6% | -14.1% |
| 1Y | -4.6% | +26.6% | -31.1% | -12.1% |
| 3Y | +146.4% | +14.3% | +132.1% | +129.7% |
| 5Y | -2.5% | -21.9% | +19.4% | +2.2% |
| All | +3,608.8% | +61.4% | +3,547.4% | +3,000.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling