+48.8%
PFE vs AA
+42.1%
+6.7%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.8% | +2.0% | +0.4% |
| 7D | -1.7% | +0.5% | -2.2% | -1.8% |
| 30D | +0.3% | -0.6% | +0.9% | +0.3% |
| 3M | +9.4% | -19.7% | +29.0% | +11.2% |
| 6M | +14.9% | -41.6% | +56.5% | +19.6% |
| YTD | +23.8% | -24.6% | +48.4% | +25.4% |
| 1Y | +19.5% | +4.9% | +14.7% | +17.4% |
| 3Y | +21.0% | +66.8% | -45.8% | +11.2% |
| 5Y | -23.9% | -19.4% | -4.5% | -27.5% |
| All | +48.8% | +42.1% | +6.7% | +23.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling