+123.8%
STX vs PFE
+35.1%
+88.7%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +2.6% | -10.8% | -6.7% |
| 7D | -20.2% | +4.6% | -24.7% | -18.1% |
| 30D | -37.2% | +12.3% | -49.5% | -33.4% |
| 3M | -34.1% | +21.2% | -55.2% | -28.1% |
| 6M | -24.5% | +21.1% | -45.5% | -15.6% |
| YTD | +102.9% | +30.0% | +72.9% | +118.2% |
| 1Y | +123.8% | +35.6% | +88.2% | +136.6% |
| All | +123.8% | +35.1% | +88.7% | +136.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling