-1.2%
PFE vs BNY
+286.9%
-288.1%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | -4.0% | -1.1% | -3.0% | -3.8% |
| 30D | +3.9% | +1.4% | +2.5% | +3.5% |
| 3M | +9.9% | +16.8% | -6.9% | +5.6% |
| 6M | +5.3% | +42.0% | -36.7% | -3.9% |
| YTD | +16.8% | +41.9% | -25.1% | +6.3% |
| 1Y | +20.4% | +59.2% | -38.8% | +6.1% |
| All | -1.2% | +286.9% | -288.1% | -34.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling