-20.7%
PFE vs BAH
-3.4%
-17.3%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.2% | -1.1% |
| 7D | +1.8% | -3.2% | +5.0% | +2.1% |
| 30D | +10.2% | +2.0% | +8.2% | +10.0% |
| 3M | +12.7% | -7.6% | +20.3% | +13.3% |
| 6M | +10.5% | -5.7% | +16.2% | +10.7% |
| YTD | +20.2% | -11.7% | +31.9% | +20.6% |
| 1Y | +24.1% | -27.4% | +51.4% | +26.8% |
| 3Y | -3.6% | -32.5% | +29.0% | -3.5% |
| All | -20.7% | -3.4% | -17.3% | -24.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling