-1.6%
PFE vs AIG
+34.0%
-35.6%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.0% | -0.3% | -1.9% |
| 7D | -2.7% | -1.6% | -1.1% | -2.3% |
| 30D | +3.8% | -5.2% | +9.1% | +5.1% |
| 3M | +10.4% | +1.5% | +8.9% | +9.8% |
| 6M | +6.3% | -3.9% | +10.2% | +7.0% |
| YTD | +17.4% | -11.6% | +29.0% | +20.2% |
| 1Y | +21.1% | -2.9% | +24.1% | +20.8% |
| 3Y | -1.6% | +33.7% | -35.3% | -10.2% |
| All | -1.6% | +34.0% | -35.6% | -10.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AIG.
Daily Out/Under-Performance
Portfolio return minus AIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AIG 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 AIG 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