+48.8%
PFE vs AG
+76.0%
-27.2%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.4% | +2.6% | +0.3% |
| 7D | -1.7% | -10.0% | +8.3% | -1.5% |
| 30D | +0.3% | -10.5% | +10.8% | +0.6% |
| 3M | +9.4% | -27.3% | +36.6% | +10.1% |
| 6M | +14.9% | -43.0% | +57.9% | +16.1% |
| YTD | +23.8% | -17.9% | +41.7% | +23.7% |
| 1Y | +19.5% | +11.9% | +7.6% | +18.5% |
| 3Y | +21.0% | +201.8% | -180.8% | +15.9% |
| 5Y | -23.9% | -0.1% | -23.8% | -25.8% |
| All | +48.8% | +76.0% | -27.2% | +43.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling