+60.6%
PFE vs AMC
-98.7%
+159.3%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.9% | -3.6% | -1.7% |
| 7D | -3.7% | +2.6% | -6.3% | -3.7% |
| 30D | +5.0% | +9.0% | -4.1% | +4.9% |
| 3M | +12.2% | +22.2% | -10.0% | +11.9% |
| 6M | +14.6% | +91.5% | -76.9% | +13.6% |
| YTD | +24.1% | +101.3% | -77.2% | +22.9% |
| 1Y | +26.6% | +20.8% | +5.8% | +25.9% |
| 3Y | +14.3% | -71.3% | +85.6% | +14.3% |
| 5Y | -21.9% | -99.2% | +77.3% | -21.1% |
| All | +60.6% | -98.7% | +159.3% | +58.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 AMC 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