+32.9%
PFE vs AG
+57.4%
-24.5%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.0% | -1.3% | -2.3% |
| 7D | -2.7% | +4.5% | -7.1% | -2.8% |
| 30D | +3.8% | +12.9% | -9.0% | +3.5% |
| 3M | +10.4% | +20.9% | -10.6% | +9.7% |
| 6M | +6.3% | -19.5% | +25.8% | +6.5% |
| YTD | +17.4% | +24.8% | -7.4% | +16.1% |
| 1Y | +21.1% | +120.2% | -99.1% | +17.7% |
| 3Y | -1.6% | +279.0% | -280.6% | -6.9% |
| 5Y | -22.2% | +67.9% | -90.1% | -25.2% |
| 10Y | +32.9% | +57.5% | -24.6% | +30.0% |
| All | +32.9% | +57.4% | -24.5% | +30.0% |
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