+311.5%
SPY vs PFE
+32.9%
+278.6%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.3% | +1.8% | +0.2% |
| 7D | +0.5% | -2.7% | +3.2% | +1.4% |
| 30D | -0.9% | +3.8% | -4.8% | -2.2% |
| 3M | +3.9% | +10.4% | -6.5% | +0.5% |
| 6M | +14.5% | +6.3% | +8.3% | +11.9% |
| YTD | +12.9% | +17.4% | -4.4% | +6.7% |
| 1Y | +19.4% | +21.1% | -1.8% | +11.1% |
| 3Y | +78.5% | -1.6% | +80.1% | +75.4% |
| 5Y | +81.8% | -22.2% | +103.9% | +88.9% |
| 10Y | +311.5% | +32.9% | +278.6% | +233.4% |
| All | +311.5% | +32.9% | +278.6% | +233.4% |
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