+35.8%
PFE vs B
+194.1%
-158.2%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.2% | +1.0% | -1.1% |
| 7D | +1.8% | -1.6% | +3.3% | +1.8% |
| 30D | +10.2% | +9.4% | +0.8% | +9.6% |
| 3M | +12.7% | +5.0% | +7.7% | +12.2% |
| 6M | +10.5% | -3.5% | +14.1% | +10.4% |
| YTD | +20.2% | +4.5% | +15.7% | +19.3% |
| 1Y | +24.1% | +67.8% | -43.7% | +20.0% |
| 3Y | -3.6% | +196.7% | -200.3% | -9.8% |
| 5Y | -20.9% | +151.9% | -172.8% | -26.0% |
| All | +35.8% | +194.1% | -158.2% | +27.8% |
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