+159.8%
PFE vs ACM
+230.8%
-70.9%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.9% | -1.2% |
| 7D | +1.8% | -3.7% | +5.5% | +2.6% |
| 30D | +10.2% | -11.1% | +21.3% | +12.8% |
| 3M | +12.7% | -8.0% | +20.7% | +14.3% |
| 6M | +10.5% | -29.7% | +40.2% | +18.7% |
| YTD | +20.2% | -29.4% | +49.5% | +28.4% |
| 1Y | +24.1% | -46.4% | +70.5% | +40.9% |
| 3Y | -3.6% | -22.3% | +18.8% | -0.4% |
| 5Y | -20.9% | +4.5% | -25.3% | -24.8% |
| 10Y | +35.8% | +127.6% | -91.8% | +1.6% |
| All | +159.8% | +230.8% | -70.9% | +53.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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