+49.6%
PFE vs BN
+289.4%
-239.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.8% | -4.4% | -1.5% |
| 7D | -4.7% | +3.6% | -8.3% | -5.6% |
| 30D | +3.4% | +15.9% | -12.5% | -0.5% |
| 3M | +9.2% | -2.3% | +11.6% | +9.7% |
| 6M | +15.8% | -8.4% | +24.2% | +18.0% |
| YTD | +23.4% | -5.9% | +29.3% | +24.4% |
| 1Y | +25.8% | -5.6% | +31.4% | +26.5% |
| 3Y | +17.8% | +104.2% | -86.4% | -5.0% |
| 5Y | -20.2% | +35.5% | -55.7% | -29.6% |
| 10Y | +49.6% | +285.2% | -235.6% | -9.2% |
| All | +49.6% | +289.4% | -239.8% | -9.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 10y: compounded portfolio wealth divided by compounded BN 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…
10y analysis · Full analysis span regression · 6 months rolling