+26.0%
PFE vs AA
+9.4%
+16.7%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +5.8% | -6.3% | -0.8% |
| 7D | -4.7% | +4.8% | -9.5% | -4.9% |
| 30D | +3.4% | -0.6% | +4.0% | +3.4% |
| 3M | +9.2% | -16.3% | +25.5% | +10.1% |
| 6M | +15.8% | -33.4% | +49.2% | +17.4% |
| YTD | +23.4% | -20.7% | +44.1% | +23.3% |
| All | +26.0% | +9.4% | +16.7% | +22.0% |
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