-21.0%
PFE vs BKR
+179.4%
-200.3%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.7% | +6.2% | +0.1% |
| 7D | -4.0% | -6.7% | +2.6% | -3.5% |
| 30D | +3.9% | -8.3% | +12.2% | +4.6% |
| 3M | +9.9% | -5.4% | +15.3% | +10.3% |
| 6M | +5.3% | +0.8% | +4.5% | +4.8% |
| YTD | +16.8% | +31.8% | -15.1% | +13.4% |
| 1Y | +20.4% | +28.6% | -8.2% | +17.0% |
| 3Y | -2.1% | +71.2% | -73.3% | -8.0% |
| 5Y | -21.0% | +179.2% | -200.2% | -21.7% |
| All | -21.0% | +179.4% | -200.3% | -21.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling