+35.6%
PFE vs AA
+13.9%
+21.7%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.8% | -0.1% | +2.5% |
| 7D | +4.6% | +0.9% | +3.6% | +4.5% |
| 30D | +12.3% | -6.4% | +18.8% | +12.6% |
| 3M | +21.2% | -13.0% | +34.1% | +21.9% |
| 6M | +21.1% | -34.6% | +55.7% | +22.9% |
| YTD | +30.0% | -23.0% | +53.1% | +30.1% |
| 1Y | +35.6% | +16.0% | +19.6% | +30.6% |
| All | +35.6% | +13.9% | +21.7% | +30.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 1y: compounded portfolio wealth divided by compounded AA 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…
1y analysis · Full analysis span regression · 6 months rolling