+3,391.6%
PFE vs BP
+1,351.0%
+2,040.7%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.3% | -1.5% |
| 7D | -3.7% | -11.6% | +7.9% | -0.8% |
| 30D | +5.0% | 0.0% | +4.9% | +4.7% |
| 3M | +12.2% | +6.7% | +5.4% | +9.9% |
| 6M | +14.6% | +2.2% | +12.4% | +13.0% |
| YTD | +24.1% | +33.0% | -8.9% | +13.8% |
| 1Y | +26.6% | +30.7% | -4.2% | +16.5% |
| 3Y | +14.3% | +44.2% | -29.9% | +1.3% |
| 5Y | -21.9% | +105.1% | -127.1% | -38.7% |
| 10Y | +62.6% | +133.5% | -70.9% | +15.3% |
| All | +3,391.6% | +1,351.0% | +2,040.7% | +1,401.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling