+3,391.6%
PFE vs BAX
+898.9%
+2,492.7%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.5% | -2.2% | -1.8% |
| 7D | -3.7% | +12.1% | -15.8% | -7.7% |
| 30D | +5.0% | +7.6% | -2.6% | +1.8% |
| 3M | +12.2% | -4.5% | +16.7% | +13.3% |
| 6M | +14.6% | +52.0% | -37.4% | -3.3% |
| YTD | +24.1% | +35.1% | -11.0% | +7.5% |
| 1Y | +26.6% | +43.7% | -17.1% | +7.0% |
| 3Y | +14.3% | -20.9% | +35.2% | +15.4% |
| 5Y | -21.9% | -63.5% | +41.6% | +2.8% |
| 10Y | +62.6% | -36.0% | +98.6% | +66.5% |
| All | +3,391.6% | +898.9% | +2,492.7% | +884.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling