+3.9%
PFE vs ALC
+31.8%
-28.0%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.1% | +0.5% | -1.0% |
| 7D | -3.7% | +4.9% | -8.6% | -5.0% |
| 30D | +5.0% | +19.0% | -14.0% | -0.2% |
| 3M | +12.2% | +7.8% | +4.4% | +9.6% |
| 6M | +14.6% | +14.6% | 0.0% | +9.8% |
| YTD | +24.1% | -4.4% | +28.6% | +24.8% |
| 1Y | +26.6% | +1.4% | +25.2% | +25.0% |
| 3Y | +14.3% | +2.5% | +11.8% | +11.3% |
| 5Y | -21.9% | -10.9% | -11.0% | -22.1% |
| All | +3.9% | +31.8% | -28.0% | -14.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling