-21.5%
PFE vs B
+124.0%
-145.5%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -6.1% | +6.5% | +0.9% |
| 7D | -0.7% | +7.1% | -7.8% | -1.3% |
| 30D | +5.3% | -3.3% | +8.7% | +5.5% |
| 3M | +10.1% | -2.5% | +12.7% | +10.1% |
| 6M | +18.0% | -7.2% | +25.3% | +18.2% |
| YTD | +25.8% | -7.4% | +33.2% | +25.5% |
| 1Y | +28.4% | +16.4% | +12.0% | +25.9% |
| 3Y | +20.9% | +178.7% | -157.8% | +9.9% |
| 5Y | -21.5% | +121.7% | -143.2% | -31.2% |
| All | -21.5% | +124.0% | -145.5% | -31.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling