+60.6%
PFE vs BAH
+220.7%
-160.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.4% | +2.8% | -0.8% |
| 7D | -3.7% | -3.5% | -0.2% | -3.1% |
| 30D | +5.0% | +24.3% | -19.3% | +0.6% |
| 3M | +12.2% | +16.3% | -4.1% | +8.7% |
| 6M | +14.6% | +13.6% | +1.0% | +11.0% |
| YTD | +24.1% | +3.5% | +20.6% | +21.4% |
| 1Y | +26.6% | +2.7% | +23.9% | +23.8% |
| 3Y | +14.3% | -26.6% | +40.9% | +15.4% |
| 5Y | -21.9% | +8.5% | -30.4% | -30.3% |
| All | +60.6% | +220.7% | -160.1% | +3.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 10y: compounded portfolio wealth divided by compounded BAH 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…
10y analysis · Full analysis span regression · 6 months rolling