+1,184.4%
STX vs PFE
-4.1%
+1,188.4%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.2% | +7.6% | +6.4% |
| 7D | +2.4% | +1.8% | +0.6% | +2.2% |
| 30D | +1.4% | +10.2% | -8.8% | +0.5% |
| 3M | -8.2% | +12.7% | -20.9% | -9.1% |
| 6M | +127.0% | +10.5% | +116.5% | +125.3% |
| YTD | +209.1% | +20.2% | +189.0% | +200.9% |
| 1Y | +365.4% | +24.1% | +341.4% | +351.3% |
| All | +1,184.4% | -4.1% | +1,188.4% | +1,129.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling