+50.7%
PFE vs BAH
+211.3%
-160.6%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.4% |
| 7D | -3.0% | -1.6% | -1.4% | -2.7% |
| 30D | +5.2% | +18.0% | -12.8% | +1.9% |
| 3M | +12.2% | +11.4% | +0.8% | +9.7% |
| 6M | +17.8% | +17.7% | +0.1% | +13.4% |
| YTD | +26.2% | +5.4% | +20.8% | +23.0% |
| 1Y | +23.2% | +2.8% | +20.4% | +20.5% |
| 3Y | +21.3% | -26.7% | +47.9% | +22.7% |
| 5Y | -23.1% | +8.1% | -31.2% | -31.0% |
| 10Y | +50.7% | +202.5% | -151.8% | +7.0% |
| All | +50.7% | +211.3% | -160.6% | +7.0% |
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