+50.7%
PFE vs BA
+28.0%
+22.7%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.4% | +0.2% |
| 7D | -3.0% | -1.4% | -1.6% | -2.8% |
| 30D | +5.2% | -7.9% | +13.1% | +6.3% |
| 3M | +12.2% | -25.2% | +37.4% | +16.5% |
| 6M | +17.8% | -26.7% | +44.5% | +22.3% |
| YTD | +26.2% | -19.6% | +45.8% | +29.0% |
| 1Y | +23.2% | -10.6% | +33.8% | +24.0% |
| 3Y | +21.3% | -11.2% | +32.5% | +20.3% |
| 5Y | -23.1% | -20.4% | -2.7% | -24.0% |
| 10Y | +50.7% | +26.8% | +24.0% | +44.3% |
| All | +50.7% | +28.0% | +22.7% | +44.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BA.
Daily Out/Under-Performance
Portfolio return minus BA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BA 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 BA 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