+180.6%
PFE vs BR
+1,473.8%
-1,293.2%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.7% | -1.4% | -1.9% |
| 7D | -2.1% | -1.3% | -0.8% | -1.7% |
| 30D | +3.1% | +13.7% | -10.6% | -1.3% |
| 3M | +11.2% | +13.8% | -2.6% | +6.2% |
| 6M | +15.0% | +29.7% | -14.7% | +4.7% |
| YTD | +23.5% | -12.6% | +36.2% | +27.6% |
| 1Y | +18.9% | -12.4% | +31.3% | +22.7% |
| 3Y | +18.7% | +14.1% | +4.6% | +10.8% |
| 5Y | -24.0% | +18.7% | -42.7% | -31.4% |
| 10Y | +47.5% | +276.2% | -228.7% | -14.5% |
| All | +180.6% | +1,473.8% | -1,293.2% | -9.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling