-21.4%
PFE vs BTG
+75.0%
-96.4%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.7% | -0.1% |
| 7D | -4.3% | +2.4% | -6.7% | -4.4% |
| 30D | +2.7% | +9.5% | -6.8% | +2.0% |
| 3M | +10.0% | +38.5% | -28.5% | +7.4% |
| 6M | +7.2% | +5.6% | +1.5% | +6.1% |
| YTD | +17.3% | +23.9% | -6.6% | +14.8% |
| 1Y | +20.3% | +32.1% | -11.8% | +16.7% |
| 3Y | -1.6% | +103.2% | -104.8% | -8.7% |
| 5Y | -21.4% | +79.7% | -101.1% | -24.9% |
| All | -21.4% | +75.0% | -96.4% | -24.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling