+3,391.6%
PFE vs AA
+213.5%
+3,178.1%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.9% | -4.6% | -2.1% |
| 7D | -3.7% | +0.9% | -4.6% | -3.8% |
| 30D | +5.0% | -6.7% | +11.6% | +5.9% |
| 3M | +12.2% | -16.3% | +28.5% | +14.8% |
| 6M | +14.6% | -37.1% | +51.7% | +21.6% |
| YTD | +24.1% | -25.0% | +49.1% | +27.0% |
| 1Y | +26.6% | +8.6% | +18.0% | +22.0% |
| 3Y | +14.3% | +57.2% | -42.9% | -0.5% |
| 5Y | -21.9% | -13.0% | -8.9% | -29.6% |
| 10Y | +62.6% | +65.5% | -2.9% | +14.0% |
| All | +3,391.6% | +213.5% | +3,178.1% | +1,614.0% |
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 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