+60.6%
PFE vs BA
+33.2%
+27.4%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.5% | -2.2% | -1.7% |
| 7D | -3.7% | +1.1% | -4.8% | -3.8% |
| 30D | +5.0% | -7.9% | +12.9% | +6.0% |
| 3M | +12.2% | -25.3% | +37.5% | +16.5% |
| 6M | +14.6% | -24.6% | +39.2% | +18.5% |
| YTD | +24.1% | -20.1% | +44.3% | +27.1% |
| 1Y | +26.6% | -11.8% | +38.3% | +27.6% |
| 3Y | +14.3% | -10.1% | +24.4% | +13.1% |
| 5Y | -21.9% | -22.7% | +0.8% | -22.5% |
| All | +60.6% | +33.2% | +27.4% | +24.9% |
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