+49.6%
PFE vs BB
+33.0%
+16.5%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +5.5% | -6.0% | -0.8% |
| 7D | -4.7% | +15.0% | -19.7% | -5.4% |
| 30D | +3.4% | +3.5% | -0.1% | +3.0% |
| 3M | +9.2% | +2.7% | +6.6% | +8.7% |
| 6M | +15.8% | +44.7% | -28.9% | +12.3% |
| YTD | +23.4% | +143.3% | -119.8% | +15.7% |
| 1Y | +25.8% | +102.2% | -76.4% | +19.1% |
| 3Y | +17.8% | +156.1% | -138.3% | +7.6% |
| 5Y | -20.2% | -17.6% | -2.6% | -23.5% |
| 10Y | +49.6% | +29.0% | +20.6% | +22.8% |
| All | +49.6% | +33.0% | +16.5% | +22.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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