+324.2%
SMH vs PFE
-22.1%
+346.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.5% | -2.0% | -2.4% |
| 7D | +1.4% | -4.0% | +5.4% | +1.9% |
| 30D | -2.2% | +3.9% | -6.1% | -2.8% |
| 3M | -1.9% | +9.9% | -11.8% | -3.2% |
| 6M | +41.0% | +5.3% | +35.7% | +39.9% |
| YTD | +55.6% | +16.8% | +38.8% | +51.8% |
| 1Y | +86.8% | +20.4% | +66.4% | +81.0% |
| 3Y | +277.7% | -2.1% | +279.7% | +274.3% |
| 5Y | +324.2% | -21.0% | +345.1% | +341.8% |
| All | +324.2% | -22.1% | +346.3% | +341.8% |
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