+1,806.2%
PFE vs BWA
+3,492.4%
-1,686.2%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.8% | -4.0% | -1.8% |
| 7D | +1.8% | +5.7% | -3.9% | +0.7% |
| 30D | +10.2% | +1.4% | +8.8% | +9.8% |
| 3M | +12.7% | -12.1% | +24.8% | +14.9% |
| 6M | +10.5% | +28.6% | -18.0% | +4.7% |
| YTD | +20.2% | +51.1% | -30.9% | +9.8% |
| 1Y | +24.1% | +55.9% | -31.8% | +12.6% |
| 3Y | -3.6% | +70.1% | -73.7% | -15.2% |
| 5Y | -20.9% | +90.7% | -111.6% | -33.3% |
| 10Y | +35.8% | +154.0% | -118.1% | +3.2% |
| All | +1,806.2% | +3,492.4% | -1,686.2% | +965.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling