+1,883.6%
STX vs PFE
+61.4%
+1,822.2%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.5% | -0.7% |
| 7D | -28.5% | -3.7% | -24.8% | -27.6% |
| 30D | -42.9% | +5.0% | -47.9% | -43.9% |
| 3M | -45.9% | +12.2% | -58.1% | -48.2% |
| 6M | -41.3% | +14.6% | -55.9% | -44.4% |
| YTD | +67.9% | +24.1% | +43.8% | +53.6% |
| 1Y | +66.5% | +26.6% | +40.0% | +51.0% |
| 3Y | +588.0% | +14.3% | +573.7% | +534.1% |
| 5Y | +449.1% | -21.9% | +471.0% | +478.5% |
| All | +1,883.6% | +61.4% | +1,822.2% | +1,273.8% |
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