+139.2%
PFE vs AMCR
+97.2%
+42.0%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.7% | +2.7% | +0.5% |
| 7D | -4.3% | -6.3% | +2.0% | -3.0% |
| 30D | +2.7% | -7.1% | +9.8% | +4.2% |
| 3M | +10.0% | +12.7% | -2.7% | +7.1% |
| 6M | +7.2% | +5.2% | +2.0% | +5.6% |
| YTD | +17.3% | +8.1% | +9.3% | +14.8% |
| 1Y | +20.3% | +11.7% | +8.6% | +16.8% |
| 3Y | -1.6% | +9.9% | -11.5% | -4.6% |
| 5Y | -21.4% | -8.7% | -12.7% | -21.4% |
| 10Y | +35.2% | +16.8% | +18.4% | +27.4% |
| All | +139.2% | +97.2% | +42.0% | +127.5% |
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