+146.2%
PFE vs AGG
+96.0%
+50.2%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.3% | +0.3% |
| 7D | -2.6% | -1.1% | -1.5% | -2.5% |
| 30D | +5.4% | -1.1% | +6.5% | +5.4% |
| 3M | +7.8% | -1.9% | +9.7% | +7.8% |
| 6M | +5.0% | -1.7% | +6.7% | +5.1% |
| YTD | +17.1% | -1.3% | +18.4% | +17.1% |
| 1Y | +19.3% | -0.7% | +20.1% | +19.4% |
| 3Y | -0.9% | +12.5% | -13.4% | -0.4% |
| 5Y | -20.8% | -2.5% | -18.3% | -22.5% |
| 10Y | +35.0% | +14.2% | +20.7% | +38.1% |
| All | +146.2% | +96.0% | +50.2% | +159.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling