+245.2%
PFE vs BAH
+886.2%
-641.0%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.2% | -1.0% |
| 7D | +1.8% | -3.2% | +5.0% | +2.3% |
| 30D | +10.2% | +2.0% | +8.2% | +9.8% |
| 3M | +12.7% | -7.6% | +20.3% | +14.0% |
| 6M | +10.5% | -5.7% | +16.2% | +11.0% |
| YTD | +20.2% | -11.7% | +31.9% | +21.4% |
| 1Y | +24.1% | -27.4% | +51.4% | +29.7% |
| 3Y | -3.6% | -32.5% | +29.0% | -0.7% |
| 5Y | -20.9% | -3.3% | -17.5% | -25.7% |
| 10Y | +35.8% | +186.0% | -150.2% | +2.7% |
| All | +245.2% | +886.2% | -641.0% | +102.3% |
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