-22.2%
PFE vs ACHR
-41.7%
+19.5%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.1% | -4.4% | -2.4% |
| 7D | -2.7% | +4.9% | -7.5% | -2.8% |
| 30D | +3.8% | +4.3% | -0.4% | +3.7% |
| 3M | +10.4% | +1.7% | +8.6% | +10.1% |
| 6M | +6.3% | -6.9% | +13.1% | +6.1% |
| YTD | +17.4% | -22.5% | +39.8% | +17.7% |
| 1Y | +21.1% | -31.5% | +52.6% | +21.5% |
| 3Y | -1.6% | -14.4% | +12.8% | -3.8% |
| 5Y | -22.2% | -41.6% | +19.5% | -23.5% |
| All | -22.2% | -41.7% | +19.5% | -23.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling