-0.7%
PFE vs BTG
+96.6%
-97.3%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.9% | +0.5% | -2.2% |
| 7D | -2.7% | +4.8% | -7.5% | -2.9% |
| 30D | +3.8% | +8.3% | -4.5% | +3.4% |
| 3M | +10.4% | +32.3% | -21.9% | +8.7% |
| 6M | +6.3% | +3.0% | +3.3% | +5.5% |
| YTD | +17.4% | +21.9% | -4.5% | +15.8% |
| 1Y | +21.1% | +28.2% | -7.0% | +18.9% |
| All | -0.7% | +96.6% | -97.3% | -5.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling