-20.7%
PFE vs BAX
-65.4%
+44.7%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.0% | -2.3% | -1.4% |
| 7D | +1.8% | -1.1% | +2.9% | +2.0% |
| 30D | +10.2% | -5.5% | +15.7% | +11.4% |
| 3M | +12.7% | +33.5% | -20.9% | +5.9% |
| 6M | +10.5% | +35.9% | -25.3% | +3.1% |
| YTD | +20.2% | +35.4% | -15.2% | +11.4% |
| 1Y | +24.1% | +9.8% | +14.3% | +19.8% |
| 3Y | -3.6% | -32.7% | +29.2% | +0.8% |
| All | -20.7% | -65.4% | +44.7% | -4.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling