+35.2%
PFE vs BP
+132.0%
-96.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.8% | -1.8% | -0.4% |
| 7D | -4.3% | +4.0% | -8.3% | -5.0% |
| 30D | +2.7% | +7.8% | -5.1% | +1.3% |
| 3M | +10.0% | +8.4% | +1.6% | +8.1% |
| 6M | +7.2% | +15.1% | -7.9% | +3.8% |
| YTD | +17.3% | +36.4% | -19.1% | +9.8% |
| 1Y | +20.3% | +40.9% | -20.6% | +11.8% |
| 3Y | -1.6% | +38.8% | -40.5% | -9.3% |
| 5Y | -21.4% | +141.1% | -162.5% | -36.4% |
| 10Y | +35.2% | +133.9% | -98.7% | +5.8% |
| All | +35.2% | +132.0% | -96.8% | +5.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded BP 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling