+2,956.9%
SPY vs PFE
+1,678.9%
+1,278.0%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +2.0% | +0.9% |
| 7D | -2.7% | -3.7% | +1.0% | -1.4% |
| 30D | -5.4% | +5.0% | -10.4% | -7.1% |
| 3M | -4.1% | +12.2% | -16.3% | -8.2% |
| 6M | +0.7% | +14.6% | -13.9% | -4.5% |
| YTD | +8.7% | +24.1% | -15.5% | -0.2% |
| 1Y | +10.9% | +26.6% | -15.7% | +0.9% |
| 3Y | +75.0% | +14.3% | +60.7% | +61.3% |
| 5Y | +67.8% | -21.9% | +89.7% | +74.3% |
| 10Y | +312.9% | +62.6% | +250.2% | +216.0% |
| All | +2,956.9% | +1,678.9% | +1,278.0% | +1,150.7% |
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