+49.6%
PFE vs BAX
-35.6%
+85.2%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.4% | -2.9% | -1.2% |
| 7D | -4.7% | +9.0% | -13.7% | -7.0% |
| 30D | +3.4% | +8.5% | -5.1% | +0.7% |
| 3M | +9.2% | -4.1% | +13.3% | +10.0% |
| 6M | +15.8% | +46.9% | -31.1% | +2.5% |
| YTD | +23.4% | +38.4% | -14.9% | +9.6% |
| 1Y | +25.8% | +47.0% | -21.2% | +9.6% |
| 3Y | +17.8% | -14.9% | +32.8% | +16.9% |
| 5Y | -20.2% | -62.5% | +42.3% | +4.8% |
| 10Y | +49.6% | -33.9% | +83.5% | +60.4% |
| All | +49.6% | -35.6% | +85.2% | +60.4% |
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