+32.5%
PFE vs PBR
+703.7%
-671.2%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.2% | -2.6% | -0.7% |
| 7D | -4.0% | +4.2% | -8.3% | -4.4% |
| 30D | +3.9% | +22.7% | -18.9% | +1.8% |
| 3M | +9.9% | +21.5% | -11.6% | +7.7% |
| 6M | +5.3% | +24.0% | -18.7% | +2.7% |
| YTD | +16.8% | +88.2% | -71.5% | +9.1% |
| 1Y | +20.4% | +74.8% | -54.4% | +13.3% |
| 3Y | -2.1% | +105.1% | -107.2% | -10.1% |
| 5Y | -21.0% | +572.2% | -593.2% | -37.6% |
| All | +32.5% | +703.7% | -671.2% | -4.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 PBR 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