+3,280.0%
PFE vs AA
+295.2%
+2,984.8%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.1% | +0.9% | -0.9% |
| 7D | +1.8% | -0.7% | +2.4% | +1.9% |
| 30D | +10.2% | +5.0% | +5.2% | +9.3% |
| 3M | +12.7% | -35.8% | +48.5% | +19.8% |
| 6M | +10.5% | -18.4% | +28.9% | +12.6% |
| YTD | +20.2% | -5.5% | +25.6% | +19.0% |
| 1Y | +24.1% | +61.0% | -36.9% | +12.3% |
| 3Y | -3.6% | +66.2% | -69.8% | -16.7% |
| 5Y | -20.9% | +11.4% | -32.3% | -31.6% |
| 10Y | +35.8% | +116.9% | -81.0% | -8.8% |
| All | +3,280.0% | +295.2% | +2,984.8% | +1,506.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling