+977.1%
BE vs PFE
+14.4%
+962.7%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | 0.0% | -2.8% | -2.9% |
| 7D | +23.9% | -4.3% | +28.2% | +25.3% |
| 30D | +27.8% | +2.7% | +25.1% | +26.6% |
| 3M | +3.7% | +10.0% | -6.3% | +0.1% |
| 6M | +78.0% | +7.2% | +70.8% | +72.7% |
| YTD | +209.9% | +17.3% | +192.6% | +189.5% |
| 1Y | +389.6% | +20.3% | +369.3% | +352.9% |
| 3Y | +1,730.6% | -1.6% | +1,732.2% | +1,701.9% |
| 5Y | +1,227.8% | -21.4% | +1,249.2% | +1,260.2% |
| All | +977.1% | +14.4% | +962.7% | +846.1% |
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