-22.2%
PFE vs AEM
+297.7%
-319.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.4% | -0.9% | -2.2% |
| 7D | -2.7% | +4.3% | -7.0% | -3.0% |
| 30D | +3.8% | +13.1% | -9.3% | +2.8% |
| 3M | +10.4% | +24.8% | -14.4% | +8.3% |
| 6M | +6.3% | -8.2% | +14.5% | +6.5% |
| YTD | +17.4% | +19.8% | -2.5% | +15.1% |
| 1Y | +21.1% | +32.1% | -10.9% | +17.6% |
| 3Y | -1.6% | +348.2% | -349.8% | -15.0% |
| 5Y | -22.2% | +297.5% | -319.6% | -33.2% |
| All | -22.2% | +297.7% | -319.8% | -33.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AEM.
Daily Out/Under-Performance
Portfolio return minus AEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEM 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 AEM 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