+32.8%
PFE vs BX
+673.1%
-640.3%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.5% | -2.2% | -0.2% |
| 7D | -2.6% | -5.6% | +3.0% | -1.6% |
| 30D | +5.4% | -12.2% | +17.6% | +7.8% |
| 3M | +7.8% | +7.4% | +0.4% | +6.1% |
| 6M | +5.0% | +22.2% | -17.1% | +0.7% |
| YTD | +17.1% | -14.0% | +31.1% | +19.3% |
| 1Y | +19.3% | -27.3% | +46.6% | +25.2% |
| 3Y | -0.9% | +24.5% | -25.5% | -8.1% |
| 5Y | -20.8% | +18.9% | -39.7% | -29.0% |
| All | +32.8% | +673.1% | -640.3% | -21.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BX.
Daily Out/Under-Performance
Portfolio return minus BX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BX 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 BX 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