+254.9%
PFE vs BAH
+1,079.0%
-824.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.2% | -2.3% | -2.1% |
| 7D | -2.1% | -2.6% | +0.5% | -1.7% |
| 30D | +3.1% | +20.4% | -17.3% | -0.4% |
| 3M | +11.2% | +11.9% | -0.7% | +8.6% |
| 6M | +15.0% | +17.1% | -2.1% | +11.0% |
| YTD | +23.5% | +5.5% | +18.0% | +20.5% |
| 1Y | +18.9% | +5.6% | +13.3% | +15.9% |
| 3Y | +18.7% | -26.5% | +45.3% | +20.6% |
| 5Y | -24.0% | +6.5% | -30.5% | -29.7% |
| 10Y | +47.5% | +203.0% | -155.5% | +10.0% |
| All | +254.9% | +1,079.0% | -824.1% | +100.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling