-2.5%
PFE vs AA
+67.9%
-70.4%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.1% | +0.9% | -1.1% |
| 7D | +1.8% | -0.7% | +2.4% | +1.8% |
| 30D | +10.2% | +5.0% | +5.2% | +9.8% |
| 3M | +12.7% | -35.8% | +48.5% | +15.7% |
| 6M | +10.5% | -18.4% | +28.9% | +11.4% |
| YTD | +20.2% | -5.5% | +25.6% | +19.4% |
| 1Y | +24.1% | +61.0% | -36.9% | +17.9% |
| All | -2.5% | +67.9% | -70.4% | -9.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling