+107.5%
PFE vs BG
+931.4%
-823.9%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.7% | +2.2% | +0.7% |
| 7D | -0.7% | +5.0% | -5.7% | -1.5% |
| 30D | +5.3% | -3.2% | +8.6% | +5.8% |
| 3M | +10.1% | -11.2% | +21.3% | +12.0% |
| 6M | +18.0% | -19.4% | +37.5% | +21.7% |
| YTD | +25.8% | +13.6% | +12.2% | +22.0% |
| 1Y | +28.4% | +7.3% | +21.2% | +25.8% |
| 3Y | +20.9% | +3.8% | +17.1% | +17.7% |
| 5Y | -21.5% | +23.2% | -44.7% | -27.0% |
| 10Y | +46.2% | +97.9% | -51.7% | +19.7% |
| All | +107.5% | +931.4% | -823.9% | +41.9% |
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