-20.7%
PFE vs BP
+128.1%
-148.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.8% | -1.3% |
| 7D | +1.8% | +3.9% | -2.2% | +1.3% |
| 30D | +10.2% | +7.6% | +2.6% | +9.3% |
| 3M | +12.7% | +0.7% | +12.0% | +12.3% |
| 6M | +10.5% | +15.5% | -4.9% | +8.0% |
| YTD | +20.2% | +30.8% | -10.7% | +15.4% |
| 1Y | +24.1% | +34.3% | -10.2% | +18.6% |
| 3Y | -3.6% | +35.1% | -38.6% | -9.1% |
| All | -20.7% | +128.1% | -148.8% | -22.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling