+19.5%
PFE vs AGI
-15.8%
+35.3%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.2% |
| 7D | -1.7% | -10.1% | +8.4% | -1.3% |
| 30D | +0.3% | -6.5% | +6.9% | +0.4% |
| 3M | +9.4% | -12.8% | +22.2% | +9.8% |
| 6M | +14.9% | -34.3% | +49.2% | +16.6% |
| YTD | +23.8% | -25.6% | +49.4% | +24.1% |
| 1Y | +19.5% | -14.2% | +33.8% | +16.5% |
| All | +19.5% | -15.8% | +35.3% | +16.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling