+21.0%
PFE vs AMCR
+14.2%
+6.8%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -1.7% | -2.4% | +0.7% | -1.0% |
| 30D | +0.3% | +3.6% | -3.2% | -0.6% |
| 3M | +9.4% | -4.2% | +13.6% | +10.7% |
| 6M | +14.9% | +15.5% | -0.6% | +9.6% |
| YTD | +23.8% | +9.7% | +14.1% | +19.2% |
| 1Y | +19.5% | +8.3% | +11.2% | +15.5% |
| 3Y | +21.0% | +15.4% | +5.7% | +12.8% |
| All | +21.0% | +14.2% | +6.8% | +12.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 3y: compounded portfolio wealth divided by compounded AMCR 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…
3y analysis · Full analysis span regression · 6 months rolling