+14.3%
PFE vs BBWI
-28.0%
+42.4%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.3% | +1.6% | -1.4% |
| 7D | -3.7% | -6.2% | +2.5% | -3.2% |
| 30D | +5.0% | +19.9% | -15.0% | +3.5% |
| 3M | +12.2% | +7.1% | +5.0% | +11.3% |
| 6M | +14.6% | +13.7% | +0.9% | +12.8% |
| YTD | +24.1% | +9.6% | +14.5% | +21.7% |
| 1Y | +26.6% | -1.6% | +28.2% | +24.9% |
| 3Y | +14.3% | -25.9% | +40.2% | +13.0% |
| All | +14.3% | -28.0% | +42.4% | +13.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling