-39.3%
BE vs PFE
+14.4%
-53.8%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.6% | +5.1% | +1.5% |
| 7D | -14.7% | -3.7% | -11.0% | -18.3% |
| 30D | -40.5% | +5.0% | -45.5% | -35.8% |
| 3M | -24.3% | +12.2% | -36.5% | -9.4% |
| 6M | -39.3% | +14.6% | -53.9% | -11.2% |
| All | -39.3% | +14.4% | -53.8% | -11.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling