+46.2%
PFE vs HBM
+301.8%
-255.6%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.7% | +4.1% | +0.7% |
| 7D | -0.7% | +2.4% | -3.1% | -0.9% |
| 30D | +5.3% | -16.0% | +21.3% | +6.3% |
| 3M | +10.1% | -21.3% | +31.5% | +11.5% |
| 6M | +18.0% | -12.2% | +30.3% | +18.1% |
| YTD | +25.8% | +10.7% | +15.1% | +23.4% |
| 1Y | +28.4% | +30.3% | -1.9% | +24.5% |
| 3Y | +20.9% | +432.2% | -411.3% | +4.9% |
| 5Y | -21.5% | +218.8% | -240.3% | -31.0% |
| 10Y | +46.2% | +281.4% | -235.1% | +14.8% |
| All | +46.2% | +301.8% | -255.6% | +14.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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