+49.6%
PFE vs BP
+132.1%
-82.5%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.7% | -0.6% |
| 7D | -4.7% | -6.9% | +2.2% | -3.6% |
| 30D | +3.4% | -3.6% | +6.9% | +3.9% |
| 3M | +9.2% | +8.4% | +0.8% | +7.4% |
| 6M | +15.8% | +5.3% | +10.5% | +14.1% |
| YTD | +23.4% | +33.2% | -9.7% | +15.9% |
| 1Y | +25.8% | +28.2% | -2.4% | +18.9% |
| 3Y | +17.8% | +49.2% | -31.4% | +7.2% |
| 5Y | -20.2% | +102.9% | -123.1% | -32.8% |
| 10Y | +49.6% | +127.7% | -78.1% | +21.9% |
| All | +49.6% | +132.1% | -82.5% | +21.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling