+28.4%
PFE vs BA
-11.5%
+39.9%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.1% | +0.4% |
| 7D | -0.7% | 0.0% | -0.7% | -0.7% |
| 30D | +5.3% | -8.9% | +14.3% | +6.0% |
| 3M | +10.1% | -25.5% | +35.6% | +12.9% |
| 6M | +18.0% | -27.0% | +45.0% | +21.0% |
| YTD | +25.8% | -20.1% | +46.0% | +27.2% |
| 1Y | +28.4% | -11.0% | +39.4% | +28.7% |
| All | +28.4% | -11.5% | +39.9% | +28.7% |
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