-11.2%
SHOP vs PFE
-23.9%
+12.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.2% |
| 7D | -1.2% | -1.7% | +0.5% | -0.8% |
| 30D | -14.7% | +0.3% | -15.1% | -14.7% |
| 3M | -7.2% | +9.4% | -16.6% | -9.2% |
| 6M | +54.2% | +14.9% | +39.3% | +49.2% |
| YTD | -8.6% | +23.8% | -32.4% | -13.2% |
| 1Y | +0.5% | +19.5% | -19.0% | -3.8% |
| 3Y | +135.9% | +21.0% | +114.9% | +119.5% |
| All | -11.2% | -23.9% | +12.7% | -3.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling