+26.6%
PFE vs AG
+40.6%
-14.1%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.8% | -3.5% | -1.7% |
| 7D | -3.7% | +6.3% | -10.0% | -3.9% |
| 30D | +5.0% | -8.9% | +13.9% | +5.2% |
| 3M | +12.2% | -12.2% | +24.4% | +12.5% |
| 6M | +14.6% | -28.3% | +42.9% | +15.2% |
| YTD | +24.1% | -8.8% | +32.9% | +24.1% |
| 1Y | +26.6% | +39.4% | -12.8% | +24.0% |
| All | +26.6% | +40.6% | -14.1% | +24.0% |
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 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