+48.5%
PFE vs BP
+141.7%
-93.3%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.2% | -3.3% | -2.3% |
| 7D | -2.1% | +2.5% | -4.6% | -2.5% |
| 30D | +3.1% | -5.6% | +8.7% | +4.0% |
| 3M | +11.2% | +8.0% | +3.1% | +9.4% |
| 6M | +15.0% | +5.7% | +9.4% | +13.3% |
| YTD | +23.5% | +36.8% | -13.3% | +15.5% |
| 1Y | +18.9% | +30.7% | -11.8% | +12.0% |
| 3Y | +18.7% | +51.6% | -32.9% | +7.8% |
| 5Y | -24.0% | +112.2% | -136.2% | -36.5% |
| All | +48.5% | +141.7% | -93.3% | +22.9% |
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