+641.7%
BE vs PFE
+22.7%
+619.0%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.4% | -4.8% | -4.5% |
| 7D | -13.4% | -0.7% | -12.7% | -13.1% |
| 30D | -33.9% | +5.3% | -39.2% | -35.0% |
| 3M | -12.0% | +10.1% | -22.1% | -14.7% |
| 6M | -29.0% | +18.0% | -47.0% | -32.9% |
| YTD | +113.4% | +25.8% | +87.6% | +95.1% |
| 1Y | +33.2% | +28.4% | +4.7% | +20.5% |
| 3Y | +1,659.2% | +20.9% | +1,638.3% | +1,499.8% |
| 5Y | +461.4% | -21.5% | +482.9% | +486.1% |
| All | +641.7% | +22.7% | +619.0% | +537.4% |
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 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