-22.2%
PFE vs AGI
+390.0%
-412.2%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.4% | -0.9% | -2.2% |
| 7D | -2.7% | +4.4% | -7.0% | -2.9% |
| 30D | +3.8% | +10.0% | -6.1% | +3.2% |
| 3M | +10.4% | +1.7% | +8.6% | +10.0% |
| 6M | +6.3% | -26.8% | +33.0% | +7.8% |
| YTD | +17.4% | -5.3% | +22.7% | +16.9% |
| 1Y | +21.1% | +11.5% | +9.6% | +19.1% |
| 3Y | -1.6% | +212.9% | -214.5% | -11.2% |
| 5Y | -22.2% | +388.8% | -410.9% | -32.3% |
| All | -22.2% | +390.0% | -412.2% | -32.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling