-20.7%
PFE vs ALC
-16.0%
-4.7%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +11.0% |
| 6M | +10.5% | -15.9% | +26.5% | +14.8% |
| YTD | +20.2% | -10.1% | +30.3% | +22.7% |
| 1Y | +24.1% | -10.2% | +34.3% | +26.6% |
| 3Y | -3.6% | -13.6% | +10.0% | -0.9% |
| All | -20.7% | -16.0% | -4.7% | -23.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling