+48.5%
PFE vs AAL
-68.0%
+116.5%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -5.6% | +3.5% | -1.7% |
| 7D | -2.1% | +2.9% | -5.0% | -2.4% |
| 30D | +3.1% | +6.5% | -3.4% | +2.5% |
| 3M | +11.2% | -10.9% | +22.0% | +12.0% |
| 6M | +15.0% | +4.9% | +10.2% | +14.1% |
| YTD | +23.5% | -13.2% | +36.7% | +23.9% |
| 1Y | +18.9% | -1.1% | +20.0% | +18.0% |
| 3Y | +18.7% | +12.8% | +5.9% | +14.8% |
| 5Y | -24.0% | -34.4% | +10.4% | -24.9% |
| All | +48.5% | -68.0% | +116.5% | +53.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AAL.
Daily Out/Under-Performance
Portfolio return minus AAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AAL 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 AAL 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