+49.6%
PFE vs BBWI
-41.3%
+90.9%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.9% | -2.4% | -0.7% |
| 7D | -4.7% | -6.2% | +1.5% | -4.2% |
| 30D | +3.4% | +25.5% | -22.1% | +1.6% |
| 3M | +9.2% | +8.0% | +1.3% | +8.3% |
| 6M | +15.8% | +12.7% | +3.1% | +14.1% |
| YTD | +23.4% | +11.6% | +11.8% | +21.2% |
| 1Y | +25.8% | -0.9% | +26.7% | +24.2% |
| 3Y | +17.8% | -22.7% | +40.5% | +16.9% |
| 5Y | -20.2% | -67.2% | +47.0% | -17.1% |
| 10Y | +49.6% | -43.7% | +93.3% | +30.4% |
| All | +49.6% | -41.3% | +90.9% | +30.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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