+35.6%
PFE vs BR
-14.2%
+49.8%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +3.0% | -0.4% | +2.2% |
| 7D | +4.6% | +7.0% | -2.4% | +3.6% |
| 30D | +12.3% | +19.0% | -6.7% | +9.9% |
| 3M | +21.2% | +13.1% | +8.1% | +19.2% |
| 6M | +21.1% | +24.6% | -3.5% | +18.0% |
| YTD | +30.0% | -13.6% | +43.6% | +32.1% |
| 1Y | +35.6% | -13.1% | +48.7% | +39.2% |
| All | +35.6% | -14.2% | +49.8% | +39.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 1y: compounded portfolio wealth divided by compounded BR 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…
1y analysis · Full analysis span regression · 6 months rolling