+7.0%
PFE vs BBAI
-75.5%
+82.5%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +10.4% | -10.9% | -0.6% |
| 7D | -4.7% | -5.0% | +0.3% | -4.7% |
| 30D | +3.4% | +2.5% | +0.8% | +3.3% |
| 3M | +9.2% | -25.1% | +34.3% | +9.5% |
| 6M | +15.8% | -41.4% | +57.2% | +16.2% |
| YTD | +23.4% | -54.6% | +78.1% | +24.1% |
| 1Y | +25.8% | -56.9% | +82.7% | +26.4% |
| 3Y | +17.8% | +59.1% | -41.2% | +16.4% |
| 5Y | -20.2% | -75.4% | +55.2% | -19.8% |
| All | +7.0% | -75.5% | +82.5% | +7.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BBAI.
Daily Out/Under-Performance
Portfolio return minus BBAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBAI 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 BBAI 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