+481.0%
STX vs PFE
-25.1%
+506.1%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.1% | +0.9% | -0.9% |
| 7D | +16.8% | -2.1% | +19.0% | +17.2% |
| 30D | -27.0% | +3.1% | -30.1% | -27.5% |
| 3M | -37.9% | +11.2% | -49.1% | -39.2% |
| 6M | -32.5% | +15.0% | -47.5% | -34.5% |
| YTD | +98.6% | +23.5% | +75.1% | +88.5% |
| 1Y | +93.6% | +18.9% | +74.7% | +85.6% |
| 3Y | +699.1% | +18.7% | +680.3% | +651.5% |
| 5Y | +481.0% | -24.0% | +505.0% | +532.4% |
| All | +481.0% | -25.1% | +506.1% | +532.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling