+3,449.8%
PFE vs AEM
+3,205.2%
+244.6%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.4% | +2.7% | +0.4% |
| 7D | -3.0% | +1.4% | -4.3% | -3.0% |
| 30D | +5.2% | -1.2% | +6.4% | +5.2% |
| 3M | +12.2% | +2.5% | +9.7% | +12.1% |
| 6M | +17.8% | -5.1% | +22.9% | +17.8% |
| YTD | +26.2% | +10.4% | +15.8% | +25.7% |
| 1Y | +23.2% | +11.8% | +11.4% | +22.7% |
| 3Y | +21.3% | +315.6% | -294.4% | +17.9% |
| 5Y | -23.1% | +266.3% | -289.4% | -25.3% |
| 10Y | +50.7% | +427.4% | -376.6% | +45.2% |
| All | +3,449.8% | +3,205.2% | +244.6% | +3,650.0% |
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