+2,502.1%
SOXX vs PFE
+108.4%
+2,393.7%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.5% | -2.3% | -2.5% |
| 7D | +3.0% | -4.0% | +7.1% | +5.0% |
| 30D | -3.1% | +3.9% | -7.0% | -5.1% |
| 3M | -4.4% | +9.9% | -14.3% | -9.2% |
| 6M | +52.9% | +5.3% | +47.6% | +47.6% |
| YTD | +72.0% | +16.8% | +55.2% | +57.6% |
| 1Y | +105.1% | +20.4% | +84.7% | +83.9% |
| 3Y | +220.6% | -2.1% | +222.7% | +208.0% |
| 5Y | +244.8% | -21.0% | +265.8% | +254.1% |
| 10Y | +1,537.1% | +34.6% | +1,502.5% | +1,096.2% |
| All | +2,502.1% | +108.4% | +2,393.7% | +1,220.5% |
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 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