-1.6%
PFE vs BR
-4.7%
+3.1%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.5% | +0.1% | -1.8% |
| 7D | -2.7% | -5.9% | +3.3% | -1.3% |
| 30D | +3.8% | +1.9% | +2.0% | +3.4% |
| 3M | +10.4% | +14.7% | -4.3% | +6.9% |
| 6M | +6.3% | -12.8% | +19.0% | +9.8% |
| YTD | +17.4% | -23.0% | +40.4% | +25.9% |
| 1Y | +21.1% | -31.7% | +52.8% | +35.0% |
| 3Y | -1.6% | -4.8% | +3.2% | -2.1% |
| All | -1.6% | -4.7% | +3.1% | -2.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling