+3,280.0%
PFE vs B
+803.7%
+2,476.2%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.2% | +1.0% | -1.2% |
| 7D | +1.8% | -1.6% | +3.3% | +1.8% |
| 30D | +10.2% | +9.4% | +0.8% | +9.7% |
| 3M | +12.7% | +5.0% | +7.7% | +12.3% |
| 6M | +10.5% | -3.5% | +14.1% | +10.5% |
| YTD | +20.2% | +4.5% | +15.7% | +19.5% |
| 1Y | +24.1% | +67.8% | -43.7% | +20.7% |
| 3Y | -3.6% | +196.7% | -200.3% | -8.8% |
| 5Y | -20.9% | +151.9% | -172.8% | -25.0% |
| 10Y | +35.8% | +202.2% | -166.3% | +26.3% |
| All | +3,280.0% | +803.7% | +2,476.2% | +3,054.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling