+32.8%
PFE vs BG
+166.7%
-133.9%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.7% | +2.0% | +0.5% |
| 7D | -2.6% | +3.1% | -5.7% | -3.0% |
| 30D | +5.4% | +10.2% | -4.9% | +3.8% |
| 3M | +7.8% | -1.7% | +9.5% | +7.8% |
| 6M | +5.0% | +1.0% | +4.0% | +4.4% |
| YTD | +17.1% | +39.9% | -22.8% | +10.5% |
| 1Y | +19.3% | +53.2% | -33.9% | +10.8% |
| 3Y | -0.9% | +16.3% | -17.2% | -4.9% |
| 5Y | -20.8% | +83.9% | -104.6% | -30.2% |
| All | +32.8% | +166.7% | -133.9% | +5.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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