+171.7%
PFE vs AG
+294.5%
-122.7%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.8% | -3.5% | -1.7% |
| 7D | -3.7% | +6.3% | -10.0% | -4.0% |
| 30D | +5.0% | -8.9% | +13.9% | +5.3% |
| 3M | +12.2% | -12.2% | +24.4% | +12.6% |
| 6M | +14.6% | -28.3% | +42.9% | +15.7% |
| YTD | +24.1% | -8.8% | +32.9% | +23.3% |
| 1Y | +26.6% | +39.4% | -12.8% | +23.2% |
| 3Y | +14.3% | +229.4% | -215.1% | +4.8% |
| 5Y | -21.9% | +14.5% | -36.5% | -25.7% |
| 10Y | +62.6% | +82.7% | -20.1% | +44.2% |
| All | +171.7% | +294.5% | -122.7% | +91.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling