+3,280.0%
PFE vs AEM
+3,538.8%
-258.9%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | -0.1% | -1.2% |
| 7D | +1.8% | -0.5% | +2.3% | +1.8% |
| 30D | +10.2% | +24.0% | -13.8% | +9.8% |
| 3M | +12.7% | +16.1% | -3.4% | +12.3% |
| 6M | +10.5% | -11.6% | +22.2% | +10.7% |
| YTD | +20.2% | +21.5% | -1.4% | +19.6% |
| 1Y | +24.1% | +39.2% | -15.1% | +23.1% |
| 3Y | -3.6% | +347.4% | -351.0% | -6.4% |
| 5Y | -20.9% | +290.1% | -311.0% | -23.2% |
| 10Y | +35.8% | +357.8% | -321.9% | +31.0% |
| All | +3,280.0% | +3,538.8% | -258.9% | +3,465.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling