+48.8%
PFE vs BA
+24.8%
+24.0%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -1.7% | -1.1% | -0.6% | -1.6% |
| 30D | +0.3% | -7.1% | +7.5% | +1.2% |
| 3M | +9.4% | -25.5% | +34.9% | +13.6% |
| 6M | +14.9% | -28.7% | +43.6% | +19.7% |
| YTD | +23.8% | -21.0% | +44.8% | +26.9% |
| 1Y | +19.5% | -11.9% | +31.4% | +20.5% |
| 3Y | +21.0% | -16.2% | +37.2% | +21.0% |
| 5Y | -23.9% | -22.4% | -1.5% | -24.5% |
| All | +48.8% | +24.8% | +24.0% | +42.4% |
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