+18.9%
PFE vs BA
-12.4%
+31.3%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.7% | -0.4% | -2.0% |
| 7D | -2.1% | -0.6% | -1.6% | -2.1% |
| 30D | +3.1% | -8.0% | +11.1% | +3.6% |
| 3M | +11.2% | -25.8% | +37.0% | +14.0% |
| 6M | +15.0% | -27.6% | +42.6% | +18.0% |
| YTD | +23.5% | -21.0% | +44.5% | +24.8% |
| 1Y | +18.9% | -12.3% | +31.2% | +19.1% |
| All | +18.9% | -12.4% | +31.3% | +19.1% |
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