+20.9%
PFE vs AGI
+143.0%
-122.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -5.3% | +5.8% | +0.7% |
| 7D | -0.7% | +13.9% | -14.6% | -1.3% |
| 30D | +5.3% | -6.2% | +11.6% | +5.5% |
| 3M | +10.1% | -6.9% | +17.1% | +10.3% |
| 6M | +18.0% | -28.7% | +46.7% | +19.2% |
| YTD | +25.8% | -19.8% | +45.6% | +26.3% |
| 1Y | +28.4% | -4.8% | +33.2% | +28.0% |
| 3Y | +20.9% | +144.3% | -123.4% | +15.3% |
| All | +20.9% | +143.0% | -122.1% | +15.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling