+0.7%
PFE vs ACI
-40.4%
+41.0%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.2% |
| 7D | +1.8% | +0.2% | +1.6% | +1.7% |
| 30D | +10.2% | +5.9% | +4.3% | +9.7% |
| 3M | +12.7% | -19.8% | +32.5% | +14.4% |
| 6M | +10.5% | -24.7% | +35.3% | +12.8% |
| YTD | +20.2% | -24.4% | +44.5% | +22.5% |
| 1Y | +24.1% | -31.5% | +55.6% | +28.1% |
| All | +0.7% | -40.4% | +41.0% | +5.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 3y: compounded portfolio wealth divided by compounded ACI 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…
3y analysis · Full analysis span regression · 6 months rolling