+18.8%
PFE vs AHR
+357.7%
-338.9%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | +0.1% |
| 7D | -4.3% | -4.3% | +0.1% | -3.8% |
| 30D | +2.7% | -3.1% | +5.8% | +3.1% |
| 3M | +10.0% | +15.7% | -5.7% | +8.2% |
| 6M | +7.2% | +4.1% | +3.1% | +6.6% |
| YTD | +17.3% | +15.4% | +1.9% | +15.1% |
| 1Y | +20.3% | +28.0% | -7.7% | +16.0% |
| All | +18.8% | +357.7% | -338.9% | -0.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AHR.
Daily Out/Under-Performance
Portfolio return minus AHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AHR 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 AHR 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