+314.3%
PFE vs BUD
+201.1%
+113.2%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +11.9% |
| 3M | +12.7% | +3.1% | +9.6% | +11.6% |
| 6M | +10.5% | +7.9% | +2.7% | +7.8% |
| YTD | +20.2% | +27.3% | -7.2% | +12.0% |
| 1Y | +24.1% | +37.8% | -13.7% | +13.2% |
| 3Y | -3.6% | +49.8% | -53.4% | -14.8% |
| 5Y | -20.9% | +43.8% | -64.7% | -30.5% |
| 10Y | +35.8% | -22.6% | +58.5% | +38.4% |
| All | +314.3% | +201.1% | +113.2% | +147.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling