-20.6%
PFE vs AGG
-1.9%
-18.7%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | +0.1% |
| 7D | -4.3% | -0.2% | -4.1% | -4.2% |
| 30D | +2.7% | -0.2% | +2.9% | +2.9% |
| 3M | +10.0% | -0.7% | +10.7% | +10.5% |
| 6M | +7.2% | -1.8% | +8.9% | +8.3% |
| YTD | +17.3% | -0.6% | +17.9% | +17.8% |
| 1Y | +20.3% | +0.4% | +19.9% | +20.1% |
| 3Y | -1.6% | +13.2% | -14.8% | -7.4% |
| All | -20.6% | -1.9% | -18.7% | -14.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling