-20.7%
PFE vs AMC
-99.4%
+78.7%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.3% | -5.6% | -1.3% |
| 7D | +1.8% | +2.3% | -0.6% | +1.7% |
| 30D | +10.2% | -0.7% | +11.0% | +10.2% |
| 3M | +12.7% | +35.2% | -22.5% | +11.6% |
| 6M | +10.5% | +124.6% | -114.0% | +8.0% |
| YTD | +20.2% | +69.9% | -49.7% | +18.0% |
| 1Y | +24.1% | -2.6% | +26.6% | +23.2% |
| 3Y | -3.6% | -79.8% | +76.2% | -3.6% |
| All | -20.7% | -99.4% | +78.7% | -23.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling