-21.4%
PFE vs BG
+84.9%
-106.3%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | 0.0% |
| 7D | -4.3% | +0.5% | -4.8% | -4.4% |
| 30D | +2.7% | +10.3% | -7.6% | +1.4% |
| 3M | +10.0% | -1.9% | +11.9% | +10.0% |
| 6M | +7.2% | +5.2% | +1.9% | +6.0% |
| YTD | +17.3% | +41.2% | -23.8% | +11.3% |
| 1Y | +20.3% | +50.5% | -30.2% | +13.0% |
| 3Y | -1.6% | +19.9% | -21.5% | -6.1% |
| 5Y | -21.4% | +86.7% | -108.1% | -21.4% |
| All | -21.4% | +84.9% | -106.3% | -21.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling