+48.8%
PFE vs BWA
+94.2%
-45.4%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.2% |
| 7D | -1.7% | +4.3% | -6.0% | -2.4% |
| 30D | +0.3% | -13.0% | +13.4% | +2.5% |
| 3M | +9.4% | -24.8% | +34.2% | +14.1% |
| 6M | +14.9% | -23.5% | +38.4% | +19.0% |
| YTD | +23.8% | +13.8% | +10.0% | +18.7% |
| 1Y | +19.5% | +13.4% | +6.1% | +14.7% |
| 3Y | +21.0% | +62.8% | -41.7% | +7.7% |
| 5Y | -23.9% | +28.5% | -52.3% | -30.9% |
| All | +48.8% | +94.2% | -45.4% | +29.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling