+82.5%
SPY vs PFE
-21.1%
+103.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.9% | -0.2% |
| 7D | +0.1% | +1.8% | -1.6% | -0.2% |
| 30D | +0.1% | +10.2% | -10.2% | -1.8% |
| 3M | +2.0% | +12.7% | -10.7% | -0.3% |
| 6M | +13.0% | +10.5% | +2.5% | +10.8% |
| YTD | +13.5% | +20.2% | -6.6% | +9.4% |
| 1Y | +20.0% | +24.1% | -4.1% | +14.6% |
| 3Y | +77.2% | -3.6% | +80.8% | +76.2% |
| All | +82.5% | -21.1% | +103.6% | +93.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling