+88.2%
PFE vs BB
+258.8%
-170.6%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | +1.8% | -5.6% | +7.4% | +2.0% |
| 30D | +10.2% | -11.8% | +22.0% | +10.9% |
| 3M | +12.7% | -25.5% | +38.2% | +13.9% |
| 6M | +10.5% | +121.3% | -110.7% | +5.1% |
| YTD | +20.2% | +103.2% | -83.0% | +14.7% |
| 1Y | +24.1% | +102.6% | -78.6% | +18.1% |
| 3Y | -3.6% | +37.5% | -41.1% | -8.0% |
| 5Y | -20.9% | -30.4% | +9.6% | -22.9% |
| 10Y | +35.8% | 0.0% | +35.8% | +22.6% |
| All | +88.2% | +258.8% | -170.6% | +41.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling