+178.3%
PFE vs BND
+74.8%
+103.5%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.6% | -1.5% | -2.0% |
| 7D | -2.1% | -1.4% | -0.7% | -2.0% |
| 30D | +3.1% | +0.8% | +2.3% | +3.0% |
| 3M | +11.2% | -1.2% | +12.4% | +11.3% |
| 6M | +15.0% | -1.4% | +16.4% | +15.2% |
| YTD | +23.5% | -1.3% | +24.9% | +23.7% |
| 1Y | +18.9% | -1.2% | +20.1% | +19.1% |
| 3Y | +18.7% | +13.7% | +5.0% | +18.5% |
| 5Y | -24.0% | -1.7% | -22.3% | -25.5% |
| 10Y | +47.5% | +17.2% | +30.4% | +53.7% |
| All | +178.3% | +74.8% | +103.5% | +206.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling