+21.1%
PFE vs AAL
-1.2%
+22.4%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.7% | -0.6% | -2.2% |
| 7D | -2.7% | -0.3% | -2.4% | -2.6% |
| 30D | +3.8% | -19.0% | +22.9% | +5.1% |
| 3M | +10.4% | -5.1% | +15.4% | +9.7% |
| 6M | +6.3% | +15.5% | -9.2% | +3.4% |
| YTD | +17.4% | -15.8% | +33.2% | +17.1% |
| 1Y | +21.1% | -0.3% | +21.4% | +19.0% |
| All | +21.1% | -1.2% | +22.4% | +19.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling