+3,291.5%
SHOP vs PFE
+36.0%
+3,255.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | -0.1% |
| 7D | -5.1% | +1.8% | -6.9% | -5.7% |
| 30D | +0.6% | +10.2% | -9.6% | -2.6% |
| 3M | +25.0% | +12.7% | +12.4% | +20.2% |
| 6M | +11.9% | +10.5% | +1.4% | +8.1% |
| YTD | -9.9% | +20.2% | -30.0% | -15.5% |
| 1Y | 0.0% | +24.1% | -24.1% | -7.7% |
| 3Y | +117.5% | -3.6% | +121.1% | +115.5% |
| 5Y | -6.6% | -20.9% | +14.2% | -3.4% |
| All | +3,291.5% | +36.0% | +3,255.5% | +2,863.9% |
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 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