+48.8%
PFE vs BG
+111.0%
-62.2%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.5% | 0.0% |
| 7D | -1.7% | +2.6% | -4.3% | -2.1% |
| 30D | +0.3% | -6.7% | +7.0% | +1.3% |
| 3M | +9.4% | -9.3% | +18.6% | +10.7% |
| 6M | +14.9% | -18.3% | +33.2% | +17.9% |
| YTD | +23.8% | +16.2% | +7.6% | +19.8% |
| 1Y | +19.5% | +7.6% | +11.9% | +17.1% |
| 3Y | +21.0% | +6.6% | +14.5% | +17.4% |
| 5Y | -23.9% | +22.2% | -46.1% | -28.7% |
| All | +48.8% | +111.0% | -62.2% | +20.6% |
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