+114.8%
PFE vs BLK
+13,120.9%
-13,006.1%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.4% | +0.1% | -1.7% |
| 7D | -2.7% | -2.9% | +0.2% | -2.0% |
| 30D | +3.8% | -3.6% | +7.5% | +4.7% |
| 3M | +10.4% | +10.1% | +0.3% | +7.6% |
| 6M | +6.3% | +15.3% | -9.0% | +2.2% |
| YTD | +17.4% | +3.5% | +13.9% | +15.6% |
| 1Y | +21.1% | +0.7% | +20.4% | +19.9% |
| 3Y | -1.6% | +68.7% | -70.3% | -15.0% |
| 5Y | -22.2% | +33.1% | -55.3% | -30.0% |
| 10Y | +32.9% | +274.2% | -241.4% | -9.2% |
| All | +114.8% | +13,120.9% | -13,006.1% | -5.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling