+3,280.0%
PFE vs BBWI
+1,034.6%
+2,245.3%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.8% | -4.1% | -1.7% |
| 7D | +1.8% | +1.5% | +0.2% | +1.5% |
| 30D | +10.2% | -5.2% | +15.4% | +10.8% |
| 3M | +12.7% | +11.1% | +1.6% | +10.1% |
| 6M | +10.5% | -13.4% | +23.9% | +11.5% |
| YTD | +20.2% | +0.1% | +20.1% | +18.1% |
| 1Y | +24.1% | -36.1% | +60.2% | +29.3% |
| 3Y | -3.6% | -44.1% | +40.5% | -0.7% |
| 5Y | -20.9% | -66.2% | +45.4% | -15.2% |
| 10Y | +35.8% | -54.8% | +90.6% | +22.2% |
| All | +3,280.0% | +1,034.6% | +2,245.3% | +1,111.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling