-1.1%
PFE vs ACHR
-45.8%
+44.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.7% | +5.6% | +0.1% |
| 7D | -4.3% | -2.7% | -1.6% | -4.2% |
| 30D | +2.7% | -12.1% | +14.8% | +3.0% |
| 3M | +10.0% | +3.4% | +6.6% | +9.7% |
| 6M | +7.2% | -15.6% | +22.8% | +7.3% |
| YTD | +17.3% | -26.9% | +44.2% | +17.8% |
| 1Y | +20.3% | -34.8% | +55.1% | +20.8% |
| 3Y | -1.6% | -19.2% | +17.6% | -3.5% |
| 5Y | -21.4% | -43.8% | +22.4% | -23.3% |
| All | -1.1% | -45.8% | +44.8% | -3.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ACHR.
Daily Out/Under-Performance
Portfolio return minus ACHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACHR 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 10y: compounded portfolio wealth divided by compounded ACHR 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…
10y analysis · Full analysis span regression · 6 months rolling