+1,109.9%
SMH vs PFE
+95.3%
+1,014.6%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.3% | +4.5% | +4.7% |
| 7D | +0.5% | -3.0% | +3.5% | +1.8% |
| 30D | -14.2% | +5.2% | -19.4% | -16.0% |
| 3M | -11.5% | +12.2% | -23.8% | -15.6% |
| 6M | -12.0% | +17.8% | -29.8% | -18.0% |
| YTD | +40.8% | +26.2% | +14.6% | +27.5% |
| 1Y | +44.9% | +23.2% | +21.7% | +32.2% |
| 3Y | +226.7% | +21.3% | +205.4% | +190.9% |
| 5Y | +250.6% | -23.1% | +273.7% | +266.1% |
| 10Y | +1,523.4% | +50.7% | +1,472.7% | +1,134.8% |
| All | +1,109.9% | +95.3% | +1,014.6% | +522.3% |
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 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