+113.9%
SOXX vs PFE
+22.9%
+91.0%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.2% | +4.8% | +3.4% |
| 7D | +2.2% | +1.8% | +0.5% | +2.3% |
| 30D | -2.0% | +10.2% | -12.3% | -1.6% |
| 3M | -13.7% | +12.7% | -26.4% | -12.6% |
| 6M | +52.4% | +10.5% | +41.8% | +54.7% |
| YTD | +72.8% | +20.2% | +52.7% | +73.4% |
| 1Y | +113.9% | +24.1% | +89.8% | +112.5% |
| All | +113.9% | +22.9% | +91.0% | +112.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling