+32.8%
PFE vs BNY
+416.3%
-383.5%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.2% | +0.2% |
| 7D | -2.6% | -1.3% | -1.2% | -2.2% |
| 30D | +5.4% | -0.2% | +5.5% | +5.4% |
| 3M | +7.8% | +14.9% | -7.2% | +3.4% |
| 6M | +5.0% | +40.0% | -35.0% | -4.8% |
| YTD | +17.1% | +42.0% | -24.9% | +5.4% |
| 1Y | +19.3% | +56.9% | -37.5% | +4.3% |
| 3Y | -0.9% | +289.9% | -290.8% | -34.3% |
| 5Y | -20.8% | +259.2% | -280.0% | -47.6% |
| All | +32.8% | +416.3% | -383.5% | -28.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BNY.
Daily Out/Under-Performance
Portfolio return minus BNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNY 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 BNY 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