+35.6%
PFE vs BUD
-23.7%
+59.2%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.4% | -1.3% |
| 7D | +1.8% | +0.3% | +1.5% | +1.7% |
| 30D | +10.2% | -5.7% | +15.9% | +11.6% |
| 3M | +12.7% | +3.1% | +9.6% | +11.8% |
| 6M | +10.5% | +7.9% | +2.7% | +8.4% |
| YTD | +20.2% | +27.3% | -7.2% | +13.7% |
| 1Y | +24.1% | +37.8% | -13.7% | +15.4% |
| 3Y | -3.6% | +49.8% | -53.4% | -12.4% |
| 5Y | -20.9% | +43.8% | -64.7% | -28.4% |
| All | +35.6% | -23.7% | +59.2% | +32.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 BUD 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