+1,076.1%
BE vs PFE
-21.1%
+1,097.3%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -1.2% | +8.6% | +7.5% |
| 7D | +20.0% | +1.8% | +18.2% | +19.7% |
| 30D | +7.9% | +10.2% | -2.3% | +6.5% |
| 3M | -13.2% | +12.7% | -25.9% | -14.7% |
| 6M | +53.5% | +10.5% | +42.9% | +51.0% |
| YTD | +191.0% | +20.2% | +170.9% | +180.0% |
| 1Y | +360.5% | +24.1% | +336.5% | +339.8% |
| 3Y | +1,568.0% | -3.6% | +1,571.6% | +1,576.8% |
| All | +1,076.1% | -21.1% | +1,097.3% | +1,045.0% |
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