+68.7%
PFE vs AMC
-98.1%
+166.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +12.1% |
| 6M | +10.5% | +124.6% | -114.0% | +9.2% |
| YTD | +20.2% | +69.9% | -49.7% | +19.0% |
| 1Y | +24.1% | -2.6% | +26.6% | +23.6% |
| 3Y | -3.6% | -79.8% | +76.2% | -3.3% |
| 5Y | -20.9% | -99.4% | +78.5% | -19.4% |
| 10Y | +35.8% | -98.9% | +134.7% | +38.6% |
| All | +68.7% | -98.1% | +166.8% | +61.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling