+16.8%
PFE vs BA
-22.7%
+39.5%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.5% | -0.4% | -2.8% |
| 7D | -0.2% | -0.1% | -0.1% | -0.2% |
| 30D | +8.7% | -9.1% | +17.8% | +9.0% |
| 3M | +15.8% | -28.2% | +44.0% | +18.3% |
| 6M | +16.8% | -23.1% | +40.0% | +18.0% |
| All | +16.8% | -22.7% | +39.5% | +18.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling