+1,253.2%
SMH vs PFE
+86.0%
+1,167.2%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.2% | +3.9% | +3.1% |
| 7D | +2.5% | +1.8% | +0.8% | +1.8% |
| 30D | -0.5% | +10.2% | -10.7% | -4.2% |
| 3M | -9.6% | +12.7% | -22.3% | -14.1% |
| 6M | +42.1% | +10.5% | +31.5% | +35.8% |
| YTD | +57.4% | +20.2% | +37.3% | +45.6% |
| 1Y | +96.2% | +24.1% | +72.2% | +78.3% |
| 3Y | +267.9% | -3.6% | +271.5% | +259.3% |
| 5Y | +327.7% | -20.9% | +348.5% | +339.0% |
| 10Y | +1,764.6% | +35.8% | +1,728.8% | +1,377.6% |
| All | +1,253.2% | +86.0% | +1,167.2% | +610.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling