+23.2%
PFE vs BA
-10.4%
+33.5%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +5.7% |
| 3M | +12.2% | -25.2% | +37.4% | +15.0% |
| 6M | +17.8% | -26.7% | +44.5% | +20.7% |
| YTD | +26.2% | -19.6% | +45.8% | +27.3% |
| 1Y | +23.2% | -10.6% | +33.8% | +23.3% |
| All | +23.2% | -10.4% | +33.5% | +23.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling