+3.3%
PFE vs ALC
+32.2%
-28.9%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -0.6% |
| 7D | -4.7% | +2.1% | -6.7% | -5.3% |
| 30D | +3.4% | +17.2% | -13.8% | -1.3% |
| 3M | +9.2% | +4.6% | +4.6% | +7.7% |
| 6M | +15.8% | +20.1% | -4.3% | +9.4% |
| YTD | +23.4% | -4.2% | +27.6% | +24.0% |
| 1Y | +25.8% | +2.1% | +23.7% | +24.1% |
| 3Y | +17.8% | +4.5% | +13.4% | +14.1% |
| 5Y | -20.2% | -12.3% | -7.8% | -19.9% |
| All | +3.3% | +32.2% | -28.9% | -15.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 10y: compounded portfolio wealth divided by compounded ALC 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…
10y analysis · Full analysis span regression · 6 months rolling