+94.4%
PFE vs BB
+307.3%
-212.9%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +4.4% | -6.1% | -1.9% |
| 7D | -3.7% | +3.8% | -7.5% | -3.9% |
| 30D | +5.0% | -0.3% | +5.3% | +4.8% |
| 3M | +12.2% | -0.5% | +12.6% | +11.8% |
| 6M | +14.6% | +45.9% | -31.3% | +11.3% |
| YTD | +24.1% | +130.6% | -106.5% | +17.4% |
| 1Y | +26.6% | +89.2% | -62.6% | +20.9% |
| 3Y | +14.3% | +137.5% | -123.2% | +6.0% |
| 5Y | -21.9% | -20.9% | -1.0% | -24.5% |
| 10Y | +62.6% | +25.4% | +37.2% | +44.8% |
| All | +94.4% | +307.3% | -212.9% | +44.4% |
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