+342.4%
PFE vs HBM
+443.9%
-101.6%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.6% | -3.2% | -1.8% |
| 7D | -3.7% | -3.6% | -0.1% | -3.4% |
| 30D | +5.0% | -19.2% | +24.1% | +6.5% |
| 3M | +12.2% | -20.5% | +32.7% | +13.8% |
| 6M | +14.6% | -12.8% | +27.4% | +14.8% |
| YTD | +24.1% | +5.4% | +18.7% | +21.7% |
| 1Y | +26.6% | +33.0% | -6.4% | +21.8% |
| 3Y | +14.3% | +357.3% | -343.0% | -2.2% |
| 5Y | -21.9% | +210.4% | -232.3% | -32.9% |
| 10Y | +62.6% | +387.1% | -324.5% | +22.5% |
| All | +342.4% | +443.9% | -101.6% | +192.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling