+588.0%
STX vs PFE
+13.8%
+574.2%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.5% | -1.1% |
| 7D | -28.5% | -3.7% | -24.8% | -28.3% |
| 30D | -42.9% | +5.0% | -47.9% | -43.1% |
| 3M | -45.9% | +12.2% | -58.1% | -46.4% |
| 6M | -41.3% | +14.6% | -55.9% | -41.8% |
| YTD | +67.9% | +24.1% | +43.8% | +62.8% |
| 1Y | +66.5% | +26.6% | +40.0% | +60.6% |
| 3Y | +588.0% | +14.3% | +573.7% | +551.9% |
| All | +588.0% | +13.8% | +574.2% | +551.9% |
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