+35.2%
PFE vs BND
+15.6%
+19.7%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | +0.1% |
| 7D | -4.3% | -0.1% | -4.1% | -4.2% |
| 30D | +2.7% | -0.2% | +2.9% | +2.8% |
| 3M | +10.0% | -0.7% | +10.7% | +10.3% |
| 6M | +7.2% | -1.7% | +8.8% | +8.0% |
| YTD | +17.3% | -0.5% | +17.9% | +17.6% |
| 1Y | +20.3% | +0.4% | +19.9% | +20.2% |
| 3Y | -1.6% | +13.1% | -14.8% | -5.9% |
| 5Y | -21.4% | -2.1% | -19.3% | -21.9% |
| 10Y | +35.2% | +15.7% | +19.5% | +34.4% |
| All | +35.2% | +15.6% | +19.7% | +34.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BND.
Daily Out/Under-Performance
Portfolio return minus BND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BND 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 BND 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