+35.6%
PFE vs AG
+29.4%
+6.2%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +9.1% | -6.5% | +2.4% |
| 7D | +4.6% | -2.6% | +7.1% | +4.6% |
| 30D | +12.3% | -12.1% | +24.4% | +12.6% |
| 3M | +21.2% | -6.6% | +27.8% | +21.3% |
| 6M | +21.1% | -20.5% | +41.5% | +21.5% |
| YTD | +30.0% | -7.4% | +37.5% | +30.6% |
| 1Y | +35.6% | +33.4% | +2.2% | +34.8% |
| All | +35.6% | +29.4% | +6.2% | +34.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 1y: compounded portfolio wealth divided by compounded AG 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…
1y analysis · Full analysis span regression · 6 months rolling