+307.3%
SPY vs PFE
+45.6%
+261.8%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.5% | +2.9% | +2.5% |
| 7D | +0.1% | -4.7% | +4.8% | +1.6% |
| 30D | -3.3% | +3.4% | -6.7% | -4.4% |
| 3M | -2.4% | +9.2% | -11.6% | -5.3% |
| 6M | +2.6% | +15.8% | -13.3% | -2.4% |
| YTD | +11.2% | +23.4% | -12.2% | +3.3% |
| 1Y | +13.4% | +25.8% | -12.4% | +4.5% |
| 3Y | +79.9% | +17.8% | +62.0% | +65.7% |
| 5Y | +72.2% | -20.2% | +92.4% | +78.7% |
| 10Y | +307.3% | +49.6% | +257.7% | +208.6% |
| All | +307.3% | +45.6% | +261.8% | +208.6% |
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