+152.4%
PFE vs AMCR
+100.3%
+52.2%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -1.7% | -2.4% | +0.7% | -1.2% |
| 30D | +0.3% | +3.6% | -3.2% | -0.4% |
| 3M | +9.4% | -4.2% | +13.6% | +10.3% |
| 6M | +14.9% | +15.5% | -0.6% | +11.2% |
| YTD | +23.8% | +9.7% | +14.1% | +20.7% |
| 1Y | +19.5% | +8.3% | +11.2% | +16.8% |
| 3Y | +21.0% | +15.4% | +5.7% | +16.3% |
| 5Y | -23.9% | -9.1% | -14.8% | -24.0% |
| 10Y | +47.8% | +18.6% | +29.2% | +38.8% |
| All | +152.4% | +100.3% | +52.2% | +139.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling