-1.2%
PFE vs BKR
+69.4%
-70.6%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.7% | +6.2% | +0.3% |
| 7D | -4.0% | -6.7% | +2.6% | -3.3% |
| 30D | +3.9% | -8.3% | +12.2% | +4.8% |
| 3M | +9.9% | -5.4% | +15.3% | +10.5% |
| 6M | +5.3% | +0.8% | +4.5% | +4.6% |
| YTD | +16.8% | +31.8% | -15.1% | +12.0% |
| 1Y | +20.4% | +28.6% | -8.2% | +15.6% |
| All | -1.2% | +69.4% | -70.6% | -11.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BKR.
Daily Out/Under-Performance
Portfolio return minus BKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BKR 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 3y: compounded portfolio wealth divided by compounded BKR 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…
3y analysis · Full analysis span regression · 6 months rolling