-20.7%
PFE vs BN
+37.9%
-58.6%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -1.0% | -1.2% |
| 7D | +1.8% | -2.5% | +4.2% | +2.2% |
| 30D | +10.2% | -9.5% | +19.7% | +12.3% |
| 3M | +12.7% | -10.4% | +23.1% | +14.9% |
| 6M | +10.5% | -6.4% | +16.9% | +11.5% |
| YTD | +20.2% | -11.9% | +32.0% | +22.5% |
| 1Y | +24.1% | -8.6% | +32.7% | +25.4% |
| 3Y | -3.6% | +77.6% | -81.1% | -14.0% |
| All | -20.7% | +37.9% | -58.6% | -29.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling