+14.3%
PFE vs AAOX
-93.5%
+107.8%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AAOX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -14.9% | +15.3% | +0.3% |
| 7D | -0.7% | -48.3% | +47.6% | -1.4% |
| 30D | +5.3% | -84.3% | +89.7% | +3.3% |
| 3M | +10.1% | -91.4% | +101.6% | +7.7% |
| 6M | +18.0% | -96.3% | +114.4% | +15.9% |
| All | +14.3% | -93.5% | +107.8% | +14.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AAOX.
Daily Out/Under-Performance
Portfolio return minus AAOX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AAOX 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 AAOX 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