+32.5%
PFE vs AGI
+388.4%
-355.9%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.4% | +2.9% | -0.4% |
| 7D | -4.0% | -5.4% | +1.3% | -3.9% |
| 30D | +3.9% | +6.6% | -2.8% | +3.7% |
| 3M | +9.9% | +8.2% | +1.7% | +9.6% |
| 6M | +5.3% | -29.3% | +34.6% | +6.1% |
| YTD | +16.8% | -7.4% | +24.1% | +16.7% |
| 1Y | +20.4% | +7.9% | +12.5% | +19.7% |
| 3Y | -2.1% | +206.2% | -208.3% | -5.5% |
| 5Y | -21.0% | +397.6% | -418.6% | -24.7% |
| All | +32.5% | +388.4% | -355.9% | +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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling