-1.6%
PFE vs HBM
+522.1%
-523.7%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +5.8% | -8.1% | -2.6% |
| 7D | -2.7% | +7.4% | -10.0% | -3.0% |
| 30D | +3.8% | +5.1% | -1.2% | +3.6% |
| 3M | +10.4% | +11.1% | -0.8% | +9.7% |
| 6M | +6.3% | +30.2% | -24.0% | +4.4% |
| YTD | +17.4% | +46.2% | -28.9% | +14.3% |
| 1Y | +21.1% | +120.0% | -98.9% | +15.0% |
| 3Y | -1.6% | +527.4% | -529.0% | -10.2% |
| All | -1.6% | +522.1% | -523.7% | -10.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling