+174.4%
PFE vs BX
+927.0%
-752.6%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | -0.1% | -1.1% |
| 7D | +1.8% | -4.4% | +6.1% | +2.5% |
| 30D | +10.2% | +0.1% | +10.1% | +10.1% |
| 3M | +12.7% | +16.0% | -3.3% | +9.5% |
| 6M | +10.5% | +21.6% | -11.1% | +6.1% |
| YTD | +20.2% | -8.9% | +29.1% | +21.2% |
| 1Y | +24.1% | -16.6% | +40.7% | +26.8% |
| 3Y | -3.6% | +43.3% | -46.9% | -12.3% |
| 5Y | -20.9% | +25.7% | -46.6% | -29.0% |
| 10Y | +35.8% | +689.5% | -653.7% | -16.1% |
| All | +174.4% | +927.0% | -752.6% | +45.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling