+1.3%
PFE vs ACHR
-43.7%
+45.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.4% | -1.2% |
| 7D | +1.8% | -0.7% | +2.4% | +1.8% |
| 30D | +10.2% | +9.8% | +0.4% | +9.9% |
| 3M | +12.7% | -10.5% | +23.2% | +12.8% |
| 6M | +10.5% | -15.5% | +26.1% | +10.7% |
| YTD | +20.2% | -24.1% | +44.2% | +20.5% |
| 1Y | +24.1% | -32.4% | +56.5% | +24.5% |
| 3Y | -3.6% | -11.6% | +8.0% | -5.5% |
| 5Y | -20.9% | -42.9% | +22.0% | -22.9% |
| All | +1.3% | -43.7% | +45.1% | -0.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling