+20.9%
PFE vs ALC
+3.6%
+17.3%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.4% | +1.9% | +0.8% |
| 7D | -0.7% | +2.3% | -3.0% | -1.4% |
| 30D | +5.3% | +15.5% | -10.2% | +1.2% |
| 3M | +10.1% | +0.6% | +9.5% | +9.8% |
| 6M | +18.0% | +18.4% | -0.4% | +12.2% |
| YTD | +25.8% | -5.6% | +31.4% | +27.0% |
| 1Y | +28.4% | 0.0% | +28.4% | +27.5% |
| 3Y | +20.9% | +2.8% | +18.1% | +26.7% |
| All | +20.9% | +3.6% | +17.3% | +26.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling