+3,439.0%
PFE vs AEM
+3,285.2%
+153.8%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -5.1% | +5.6% | +0.5% |
| 7D | -0.7% | +13.9% | -14.6% | -1.0% |
| 30D | +5.3% | +0.8% | +4.6% | +5.3% |
| 3M | +10.1% | +5.8% | +4.4% | +9.9% |
| 6M | +18.0% | -1.0% | +19.0% | +17.9% |
| YTD | +25.8% | +13.1% | +12.7% | +25.3% |
| 1Y | +28.4% | +14.4% | +14.0% | +27.9% |
| 3Y | +20.9% | +325.7% | -304.8% | +17.4% |
| 5Y | -21.5% | +273.7% | -295.3% | -23.8% |
| 10Y | +46.2% | +390.1% | -343.9% | +41.0% |
| All | +3,439.0% | +3,285.2% | +153.8% | +3,636.9% |
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