+35.6%
PFE vs BWA
+17.4%
+18.2%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.5% | +5.2% | +2.8% |
| 7D | +4.6% | -9.9% | +14.4% | +5.3% |
| 30D | +12.3% | -16.4% | +28.7% | +13.7% |
| 3M | +21.2% | -19.8% | +41.0% | +22.9% |
| 6M | +21.1% | -10.0% | +31.1% | +20.2% |
| YTD | +30.0% | +12.7% | +17.3% | +17.8% |
| 1Y | +35.6% | +15.7% | +19.9% | +21.5% |
| All | +35.6% | +17.4% | +18.2% | +21.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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