+46.2%
PFE vs ALM
+2,040.7%
-1,994.5%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -7.2% | +7.7% | +0.5% |
| 7D | -0.7% | -6.3% | +5.6% | -0.7% |
| 30D | +5.3% | -31.4% | +36.8% | +5.7% |
| 3M | +10.1% | -40.6% | +50.7% | +10.6% |
| 6M | +18.0% | -58.6% | +76.7% | +18.8% |
| YTD | +25.8% | -7.6% | +33.4% | +25.3% |
| 1Y | +28.4% | +13.8% | +14.6% | +27.6% |
| 3Y | +20.9% | +842.1% | -821.2% | +16.1% |
| 5Y | -21.5% | +407.4% | -428.9% | -24.5% |
| 10Y | +46.2% | +2,079.4% | -2,033.2% | +36.2% |
| All | +46.2% | +2,040.7% | -1,994.5% | +36.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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