-21.4%
PFE vs BBY
+0.2%
-21.6%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.4% | +0.1% |
| 7D | -4.3% | +1.2% | -5.5% | -4.4% |
| 30D | +2.7% | +6.8% | -4.1% | +1.8% |
| 3M | +10.0% | +18.7% | -8.8% | +7.4% |
| 6M | +7.2% | +37.3% | -30.1% | +2.3% |
| YTD | +17.3% | +35.3% | -18.0% | +12.1% |
| 1Y | +20.3% | +20.7% | -0.4% | +16.6% |
| 3Y | -1.6% | +39.4% | -41.1% | -7.5% |
| 5Y | -21.4% | -1.5% | -19.9% | -27.2% |
| All | -21.4% | +0.2% | -21.6% | -27.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BBY.
Daily Out/Under-Performance
Portfolio return minus BBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBY 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 5y: compounded portfolio wealth divided by compounded BBY 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…
5y analysis · Full analysis span regression · 6 months rolling