+32.8%
PFE vs BTG
+159.3%
-126.5%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.2% |
| 7D | -2.6% | -3.8% | +1.2% | -2.4% |
| 30D | +5.4% | +3.6% | +1.7% | +5.2% |
| 3M | +7.8% | +32.0% | -24.2% | +6.4% |
| 6M | +5.0% | +3.4% | +1.7% | +4.5% |
| YTD | +17.1% | +20.8% | -3.7% | +15.7% |
| 1Y | +19.3% | +22.4% | -3.1% | +17.6% |
| 3Y | -0.9% | +91.7% | -92.7% | -4.6% |
| 5Y | -20.8% | +79.0% | -99.8% | -23.7% |
| All | +32.8% | +159.3% | -126.5% | +28.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 10y: compounded portfolio wealth divided by compounded BTG 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…
10y analysis · Full analysis span regression · 6 months rolling