-23.8%
PFE vs BN
+31.1%
-54.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.8% | +0.5% |
| 7D | -1.7% | -1.0% | -0.7% | -1.5% |
| 30D | +0.3% | +14.0% | -13.6% | -2.2% |
| 3M | +9.4% | -9.0% | +18.4% | +11.2% |
| 6M | +14.9% | -8.8% | +23.7% | +16.6% |
| YTD | +23.8% | -10.3% | +34.1% | +25.6% |
| 1Y | +19.5% | -5.8% | +25.3% | +20.2% |
| 3Y | +21.0% | +94.8% | -73.7% | +6.0% |
| All | -23.8% | +31.1% | -54.8% | -34.5% |
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