+20.4%
PFE vs BX
-25.4%
+45.8%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.8% | +2.4% | 0.0% |
| 7D | -4.0% | -8.9% | +4.9% | -2.7% |
| 30D | +3.9% | -14.8% | +18.7% | +6.3% |
| 3M | +9.9% | +6.9% | +3.0% | +8.8% |
| 6M | +5.3% | +16.3% | -11.0% | +2.8% |
| YTD | +16.8% | -16.1% | +32.9% | +18.0% |
| 1Y | +20.4% | -26.8% | +47.2% | +20.5% |
| All | +20.4% | -25.4% | +45.8% | +20.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling