+200.3%
PFE vs AAL
-33.8%
+234.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.2% | -2.5% | -1.4% |
| 7D | +1.8% | -3.7% | +5.5% | +2.1% |
| 30D | +10.2% | -20.8% | +31.0% | +12.6% |
| 3M | +12.7% | -1.3% | +14.0% | +12.4% |
| 6M | +10.5% | +5.4% | +5.2% | +9.3% |
| YTD | +20.2% | -14.4% | +34.5% | +20.9% |
| 1Y | +24.1% | +2.1% | +22.0% | +22.5% |
| 3Y | -3.6% | -10.6% | +7.0% | -5.4% |
| 5Y | -20.9% | -32.2% | +11.4% | -22.2% |
| 10Y | +35.8% | -62.7% | +98.6% | +32.1% |
| All | +200.3% | -33.8% | +234.1% | +106.8% |
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