+103.7%
PFE vs BG
+937.2%
-833.4%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.3% | -1.8% | -2.1% |
| 7D | -2.1% | +1.5% | -3.6% | -2.4% |
| 30D | +3.1% | -7.0% | +10.2% | +4.3% |
| 3M | +11.2% | -10.0% | +21.1% | +12.8% |
| 6M | +15.0% | -19.8% | +34.9% | +18.7% |
| YTD | +23.5% | +14.3% | +9.3% | +19.7% |
| 1Y | +18.9% | +6.5% | +12.4% | +16.6% |
| 3Y | +18.7% | +4.4% | +14.4% | +15.5% |
| 5Y | -24.0% | +20.2% | -44.2% | -29.0% |
| 10Y | +47.5% | +108.5% | -61.0% | +19.7% |
| All | +103.7% | +937.2% | -833.4% | +39.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling