-21.0%
PFE vs BLK
+29.1%
-50.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | -0.3% |
| 7D | -4.0% | -5.2% | +1.2% | -2.8% |
| 30D | +3.9% | -7.0% | +10.9% | +5.6% |
| 3M | +9.9% | +5.7% | +4.2% | +8.3% |
| 6M | +5.3% | +11.0% | -5.7% | +2.3% |
| YTD | +16.8% | +0.9% | +15.9% | +15.7% |
| 1Y | +20.4% | -1.6% | +22.0% | +19.7% |
| 3Y | -2.1% | +64.5% | -66.6% | -15.5% |
| 5Y | -21.0% | +30.9% | -51.8% | -35.0% |
| All | -21.0% | +29.1% | -50.1% | -35.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BLK.
Daily Out/Under-Performance
Portfolio return minus BLK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLK 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 BLK 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