+20.8%
PFE vs BN
+100.0%
-79.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.0% | -1.1% | -1.9% |
| 7D | -2.1% | -0.3% | -1.8% | -2.1% |
| 30D | +3.1% | +13.6% | -10.4% | +0.4% |
| 3M | +11.2% | -6.7% | +17.8% | +12.6% |
| 6M | +15.0% | -9.0% | +24.0% | +17.0% |
| YTD | +23.5% | -8.8% | +32.3% | +25.1% |
| 1Y | +18.9% | -10.6% | +29.5% | +20.8% |
| All | +20.8% | +100.0% | -79.2% | +14.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling