-21.5%
PFE vs BAX
-63.7%
+42.2%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.5% | -2.2% | -1.7% |
| 7D | -3.7% | +12.1% | -15.8% | -5.8% |
| 30D | +5.0% | +7.6% | -2.6% | +3.3% |
| 3M | +12.2% | -4.5% | +16.7% | +12.9% |
| 6M | +14.6% | +52.0% | -37.4% | +4.5% |
| YTD | +24.1% | +35.1% | -11.0% | +14.9% |
| 1Y | +26.6% | +43.7% | -17.1% | +15.6% |
| 3Y | +14.3% | -20.9% | +35.2% | +15.7% |
| All | -21.5% | -63.7% | +42.2% | -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