+32.5%
PFE vs AGI
+388.9%
-356.4%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.3% | +2.8% | -0.4% |
| 7D | -4.0% | -5.3% | +1.2% | -3.9% |
| 30D | +3.9% | +6.8% | -2.9% | +3.6% |
| 3M | +9.9% | +8.3% | +1.6% | +9.5% |
| 6M | +5.3% | -29.2% | +34.5% | +6.1% |
| YTD | +16.8% | -7.3% | +24.0% | +16.7% |
| 1Y | +20.4% | +8.0% | +12.4% | +19.7% |
| 3Y | -2.1% | +206.6% | -208.7% | -5.5% |
| 5Y | -21.0% | +398.1% | -419.1% | -24.7% |
| All | +32.5% | +388.9% | -356.4% | +27.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded AGI 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling