+14.3%
PFE vs BA
-11.5%
+25.8%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +5.8% |
| 3M | +12.2% | -25.3% | +37.5% | +15.8% |
| 6M | +14.6% | -24.6% | +39.2% | +17.9% |
| YTD | +24.1% | -20.1% | +44.3% | +26.5% |
| 1Y | +26.6% | -11.8% | +38.3% | +27.3% |
| 3Y | +14.3% | -10.1% | +24.4% | +9.6% |
| All | +14.3% | -11.5% | +25.8% | +9.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling