+3,201.5%
PFE vs BNY
+8,083.7%
-4,882.1%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.2% | -1.1% | -2.0% |
| 7D | -2.7% | +1.5% | -4.1% | -3.0% |
| 30D | +3.8% | +3.3% | +0.5% | +2.9% |
| 3M | +10.4% | +15.3% | -5.0% | +6.2% |
| 6M | +6.3% | +42.5% | -36.2% | -3.3% |
| YTD | +17.4% | +42.1% | -24.8% | +6.6% |
| 1Y | +21.1% | +59.4% | -38.3% | +6.7% |
| 3Y | -1.6% | +291.5% | -293.1% | -31.9% |
| 5Y | -22.2% | +252.3% | -274.5% | -45.7% |
| 10Y | +32.9% | +407.5% | -374.7% | -18.7% |
| All | +3,201.5% | +8,083.7% | -4,882.1% | +887.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling