+163.0%
PFE vs AG
+445.6%
-282.6%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.0% | +0.7% | -1.2% |
| 7D | +1.8% | +1.0% | +0.7% | +1.7% |
| 30D | +10.2% | +19.2% | -8.9% | +9.3% |
| 3M | +12.7% | +6.2% | +6.5% | +12.1% |
| 6M | +10.5% | -26.7% | +37.2% | +11.5% |
| YTD | +20.2% | +26.1% | -6.0% | +17.9% |
| 1Y | +24.1% | +131.7% | -107.6% | +17.8% |
| 3Y | -3.6% | +255.3% | -258.9% | -11.8% |
| 5Y | -20.9% | +61.9% | -82.8% | -25.8% |
| 10Y | +35.8% | +72.0% | -36.2% | +21.4% |
| All | +163.0% | +445.6% | -282.6% | +82.7% |
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 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