+48.5%
PFE vs BTG
+167.5%
-119.0%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.2% | +2.1% | -1.9% |
| 7D | -2.1% | -5.9% | +3.8% | -1.9% |
| 30D | +3.1% | -5.0% | +8.1% | +3.2% |
| 3M | +11.2% | -4.5% | +15.6% | +11.2% |
| 6M | +15.0% | -7.0% | +22.1% | +14.9% |
| YTD | +23.5% | +11.4% | +12.2% | +22.3% |
| 1Y | +18.9% | +20.1% | -1.2% | +17.3% |
| 3Y | +18.7% | +81.5% | -62.7% | +14.4% |
| 5Y | -24.0% | +32.1% | -56.2% | -26.4% |
| All | +48.5% | +167.5% | -119.0% | +44.5% |
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