+3,280.0%
PFE vs BP
+1,327.5%
+1,952.4%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.8% | -1.4% |
| 7D | +1.8% | +3.9% | -2.2% | +0.7% |
| 30D | +10.2% | +7.6% | +2.6% | +8.1% |
| 3M | +12.7% | +0.7% | +12.0% | +12.1% |
| 6M | +10.5% | +15.5% | -4.9% | +5.7% |
| YTD | +20.2% | +30.8% | -10.7% | +11.0% |
| 1Y | +24.1% | +34.3% | -10.2% | +13.6% |
| 3Y | -3.6% | +35.1% | -38.6% | -13.0% |
| 5Y | -20.9% | +126.8% | -147.7% | -39.5% |
| 10Y | +35.8% | +123.4% | -87.5% | -2.2% |
| All | +3,280.0% | +1,327.5% | +1,952.4% | +1,364.6% |
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