+77.2%
PFE vs AMC
-97.8%
+175.0%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -12.5% | +9.5% | -2.8% |
| 7D | -0.2% | 0.0% | -0.2% | -0.2% |
| 30D | +8.7% | +4.4% | +4.2% | +8.6% |
| 3M | +15.8% | +15.4% | +0.4% | +15.5% |
| 6M | +16.8% | +93.7% | -76.9% | +15.6% |
| YTD | +26.2% | +97.4% | -71.2% | +24.8% |
| 1Y | +29.9% | +23.2% | +6.7% | +29.1% |
| 3Y | +15.9% | -71.3% | +87.2% | +16.0% |
| 5Y | -20.6% | -99.3% | +78.7% | -19.3% |
| 10Y | +65.4% | -98.7% | +164.1% | +69.0% |
| All | +77.2% | -97.8% | +175.0% | +69.5% |
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 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