+160.3%
PFE vs AGG
+95.5%
+64.8%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | -1.7% | -1.5% | -0.2% | -1.7% |
| 30D | +0.3% | +0.6% | -0.3% | +0.3% |
| 3M | +9.4% | -1.6% | +11.0% | +9.4% |
| 6M | +14.9% | -1.6% | +16.5% | +14.9% |
| YTD | +23.8% | -1.5% | +25.3% | +23.9% |
| 1Y | +19.5% | -1.1% | +20.6% | +19.6% |
| 3Y | +21.0% | +13.6% | +7.4% | +21.9% |
| 5Y | -23.9% | -1.7% | -22.2% | -25.4% |
| 10Y | +47.8% | +16.1% | +31.7% | +51.9% |
| All | +160.3% | +95.5% | +64.8% | +174.7% |
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