-21.4%
PFE vs PBR
+566.8%
-588.2%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | -0.1% |
| 7D | -4.3% | +0.3% | -4.6% | -4.3% |
| 30D | +2.7% | +17.5% | -14.8% | +1.9% |
| 3M | +10.0% | +20.9% | -10.9% | +8.9% |
| 6M | +7.2% | +20.2% | -13.1% | +6.0% |
| YTD | +17.3% | +84.3% | -67.0% | +13.4% |
| 1Y | +20.3% | +77.1% | -56.8% | +16.4% |
| 3Y | -1.6% | +100.8% | -102.4% | -5.5% |
| 5Y | -21.4% | +556.1% | -577.5% | -23.0% |
| All | -21.4% | +566.8% | -588.2% | -23.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling