+210.2%
PFE vs AAL
-33.6%
+243.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.9% | -3.6% | -1.8% |
| 7D | -3.7% | +4.6% | -8.3% | -4.1% |
| 30D | +5.0% | +2.6% | +2.4% | +4.6% |
| 3M | +12.2% | -17.8% | +30.0% | +14.1% |
| 6M | +14.6% | +1.9% | +12.7% | +13.8% |
| YTD | +24.1% | -14.0% | +38.1% | +24.8% |
| 1Y | +26.6% | +0.2% | +26.3% | +25.3% |
| 3Y | +14.3% | +13.0% | +1.3% | +9.7% |
| 5Y | -21.9% | -39.6% | +17.7% | -22.3% |
| 10Y | +62.6% | -65.7% | +128.3% | +59.5% |
| All | +210.2% | -33.6% | +243.8% | +113.3% |
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