+208.5%
PFE vs AAL
-28.6%
+237.2%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +7.4% | -8.0% | -1.2% |
| 7D | -4.7% | +8.3% | -13.0% | -5.4% |
| 30D | +3.4% | +11.0% | -7.6% | +2.3% |
| 3M | +9.2% | -11.2% | +20.4% | +10.2% |
| 6M | +15.8% | +6.1% | +9.7% | +14.5% |
| YTD | +23.4% | -7.6% | +31.1% | +23.2% |
| 1Y | +25.8% | +3.7% | +22.1% | +24.1% |
| 3Y | +17.8% | +20.5% | -2.7% | +12.4% |
| 5Y | -20.2% | -36.4% | +16.2% | -21.0% |
| 10Y | +49.6% | -65.4% | +115.0% | +46.6% |
| All | +208.5% | -28.6% | +237.2% | +110.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling