-23.1%
PFE vs BR
+18.1%
-41.2%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.3% |
| 7D | -3.0% | +1.9% | -4.8% | -3.4% |
| 30D | +5.2% | +15.9% | -10.7% | +1.5% |
| 3M | +12.2% | +13.7% | -1.4% | +8.7% |
| 6M | +17.8% | +31.0% | -13.2% | +9.8% |
| YTD | +26.2% | -12.0% | +38.2% | +30.2% |
| 1Y | +23.2% | -11.5% | +34.7% | +26.8% |
| 3Y | +21.3% | +14.9% | +6.3% | +16.0% |
| 5Y | -23.1% | +20.1% | -43.2% | -32.0% |
| All | -23.1% | +18.1% | -41.2% | -32.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling