+186.6%
PFE vs BR
+1,485.1%
-1,298.5%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.3% |
| 7D | -3.0% | +1.9% | -4.8% | -3.6% |
| 30D | +5.2% | +15.9% | -10.7% | +0.1% |
| 3M | +12.2% | +13.7% | -1.4% | +7.3% |
| 6M | +17.8% | +31.0% | -13.2% | +6.8% |
| YTD | +26.2% | -12.0% | +38.2% | +30.0% |
| 1Y | +23.2% | -11.5% | +34.7% | +26.7% |
| 3Y | +21.3% | +14.9% | +6.3% | +12.9% |
| 5Y | -23.1% | +20.1% | -43.2% | -30.8% |
| 10Y | +50.7% | +278.9% | -228.2% | -12.8% |
| All | +186.6% | +1,485.1% | -1,298.5% | -7.7% |
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