+387.2%
BE vs PFE
-21.9%
+409.1%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.6% | +5.1% | +3.5% |
| 7D | -14.7% | -3.7% | -11.0% | -14.5% |
| 30D | -40.5% | +5.0% | -45.5% | -40.8% |
| 3M | -24.3% | +12.2% | -36.5% | -25.4% |
| 6M | -39.3% | +14.6% | -53.9% | -40.2% |
| YTD | +99.4% | +24.1% | +75.3% | +91.8% |
| 1Y | +26.6% | +26.6% | 0.0% | +21.1% |
| 3Y | +1,616.9% | +14.3% | +1,602.6% | +1,562.3% |
| All | +387.2% | -21.9% | +409.1% | +401.7% |
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