-2.5%
PFE vs ALC
-13.3%
+10.8%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.2% | +0.9% | -0.7% |
| 7D | +1.8% | -2.1% | +3.8% | +2.3% |
| 30D | +10.2% | -0.1% | +10.3% | +10.2% |
| 3M | +12.7% | +5.9% | +6.8% | +10.8% |
| 6M | +10.5% | -15.9% | +26.5% | +15.6% |
| YTD | +20.2% | -10.1% | +30.3% | +23.0% |
| 1Y | +24.1% | -10.2% | +34.3% | +26.9% |
| All | -2.5% | -13.3% | +10.8% | +1.9% |
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