+32.9%
PFE vs BAX
-36.7%
+69.6%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.8% | +1.4% | -1.3% |
| 7D | -2.7% | -2.4% | -0.2% | -2.0% |
| 30D | +3.8% | -9.7% | +13.6% | +6.8% |
| 3M | +10.4% | +29.3% | -18.9% | +1.9% |
| 6M | +6.3% | +40.7% | -34.4% | -4.7% |
| YTD | +17.4% | +30.3% | -12.9% | +6.5% |
| 1Y | +21.1% | +3.4% | +17.7% | +17.3% |
| 3Y | -1.6% | -32.0% | +30.4% | +5.0% |
| 5Y | -22.2% | -66.9% | +44.7% | +6.6% |
| 10Y | +32.9% | -37.1% | +70.0% | +48.1% |
| All | +32.9% | -36.7% | +69.6% | +48.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 BAX 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