+273.0%
PFE vs BTG
+392.0%
-119.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.4% | +0.2% | -1.2% |
| 7D | +1.8% | -0.9% | +2.6% | +1.8% |
| 30D | +10.2% | +36.8% | -26.6% | +9.4% |
| 3M | +12.7% | +23.1% | -10.4% | +12.0% |
| 6M | +10.5% | +3.5% | +7.1% | +10.2% |
| YTD | +20.2% | +25.5% | -5.3% | +19.2% |
| 1Y | +24.1% | +40.1% | -16.0% | +22.7% |
| 3Y | -3.6% | +101.1% | -104.7% | -5.6% |
| 5Y | -20.9% | +70.6% | -91.5% | -22.5% |
| 10Y | +35.8% | +152.1% | -116.3% | +31.8% |
| All | +273.0% | +392.0% | -119.1% | +305.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling