+48.5%
PFE vs B
+218.7%
-170.2%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.1% | +1.0% | -1.9% |
| 7D | -2.1% | -6.2% | +4.1% | -1.8% |
| 30D | +3.1% | -6.6% | +9.7% | +3.4% |
| 3M | +11.2% | -7.9% | +19.0% | +11.6% |
| 6M | +15.0% | -16.8% | +31.9% | +15.9% |
| YTD | +23.5% | -11.7% | +35.2% | +23.7% |
| 1Y | +18.9% | +3.5% | +15.4% | +18.0% |
| 3Y | +18.7% | +165.7% | -147.0% | +11.4% |
| 5Y | -24.0% | +108.4% | -132.4% | -28.4% |
| All | +48.5% | +218.7% | -170.2% | +40.5% |
Cumulative growth
Daily Returns
Daily percentage return beside B.
Daily Out/Under-Performance
Portfolio return minus B return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × B 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 B 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