+1,537.1%
SOXX vs PFE
+35.4%
+1,501.8%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.3% | +1.6% | +1.8% |
| 7D | +1.4% | -2.6% | +4.0% | +2.2% |
| 30D | -3.6% | +5.4% | -8.9% | -5.3% |
| 3M | -10.2% | +7.8% | -17.9% | -12.7% |
| 6M | +54.2% | +5.0% | +49.2% | +51.0% |
| YTD | +75.2% | +17.1% | +58.1% | +65.0% |
| 1Y | +107.5% | +19.3% | +88.2% | +93.2% |
| 3Y | +226.8% | -0.9% | +227.7% | +218.9% |
| 5Y | +251.2% | -20.8% | +272.0% | +260.3% |
| All | +1,537.1% | +35.4% | +1,501.8% | +1,263.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling