+23.2%
PFE vs BUD
+32.7%
-9.5%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.3% | +2.6% | +0.8% |
| 7D | -3.0% | +0.5% | -3.4% | -3.1% |
| 30D | +5.2% | +7.4% | -2.2% | +3.7% |
| 3M | +12.2% | +4.3% | +7.9% | +11.3% |
| 6M | +17.8% | +5.3% | +12.5% | +16.3% |
| YTD | +26.2% | +33.2% | -7.0% | +15.8% |
| 1Y | +23.2% | +31.8% | -8.6% | +13.7% |
| All | +23.2% | +32.7% | -9.5% | +13.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling