+21.0%
PFE vs AGG
+14.0%
+7.0%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.3% |
| 7D | -1.7% | -1.5% | -0.2% | -0.5% |
| 30D | +0.3% | +0.6% | -0.3% | -0.1% |
| 3M | +9.4% | -1.6% | +11.0% | +10.8% |
| 6M | +14.9% | -1.6% | +16.5% | +16.3% |
| YTD | +23.8% | -1.5% | +25.3% | +25.3% |
| 1Y | +19.5% | -1.1% | +20.6% | +20.6% |
| 3Y | +21.0% | +13.6% | +7.4% | +31.5% |
| All | +21.0% | +14.0% | +7.0% | +31.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AGG.
Daily Out/Under-Performance
Portfolio return minus AGG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGG 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 3y: compounded portfolio wealth divided by compounded AGG 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…
3y analysis · Full analysis span regression · 6 months rolling