+3,426.5%
STX vs PFE
+36.0%
+3,390.5%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.2% | +7.6% | +6.7% |
| 7D | +2.4% | +1.8% | +0.6% | +1.7% |
| 30D | +1.4% | +10.2% | -8.8% | -2.1% |
| 3M | -8.2% | +12.7% | -20.9% | -12.5% |
| 6M | +127.0% | +10.5% | +116.5% | +117.3% |
| YTD | +209.1% | +20.2% | +189.0% | +186.0% |
| 1Y | +365.4% | +24.1% | +341.4% | +325.2% |
| 3Y | +1,135.4% | -3.6% | +1,139.0% | +1,119.2% |
| 5Y | +991.5% | -20.9% | +1,012.4% | +1,035.1% |
| All | +3,426.5% | +36.0% | +3,390.5% | +2,556.4% |
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