+3,280.0%
PFE vs BN
+15,251.3%
-11,971.4%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -1.0% | -1.2% |
| 7D | +1.8% | -2.5% | +4.2% | +2.3% |
| 30D | +10.2% | -9.5% | +19.7% | +12.8% |
| 3M | +12.7% | -10.4% | +23.1% | +15.5% |
| 6M | +10.5% | -6.4% | +16.9% | +11.8% |
| YTD | +20.2% | -11.9% | +32.0% | +23.1% |
| 1Y | +24.1% | -8.6% | +32.7% | +25.7% |
| 3Y | -3.6% | +77.6% | -81.1% | -18.2% |
| 5Y | -20.9% | +37.0% | -57.9% | -30.1% |
| 10Y | +35.8% | +266.4% | -230.5% | -8.3% |
| All | +3,280.0% | +15,251.3% | -11,971.4% | +1,226.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling