-21.4%
PFE vs BX
+19.7%
-41.0%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.7% | +3.6% | +0.4% |
| 7D | -4.3% | -5.7% | +1.4% | -3.6% |
| 30D | +2.7% | -8.9% | +11.6% | +3.8% |
| 3M | +10.0% | +8.4% | +1.6% | +8.8% |
| 6M | +7.2% | +18.9% | -11.8% | +4.6% |
| YTD | +17.3% | -13.6% | +31.0% | +18.7% |
| 1Y | +20.3% | -22.4% | +42.8% | +23.1% |
| 3Y | -1.6% | +26.0% | -27.6% | -5.9% |
| 5Y | -21.4% | +18.8% | -40.1% | -29.7% |
| All | -21.4% | +19.7% | -41.0% | -29.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling