+32.9%
PFE vs AME
+421.6%
-388.7%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | 0.0% | -2.3% | -2.3% |
| 7D | -2.7% | +2.8% | -5.4% | -3.6% |
| 30D | +3.8% | -6.3% | +10.1% | +6.0% |
| 3M | +10.4% | +5.4% | +5.0% | +7.9% |
| 6M | +6.3% | +7.4% | -1.2% | +3.0% |
| YTD | +17.4% | +16.2% | +1.2% | +10.5% |
| 1Y | +21.1% | +26.8% | -5.7% | +10.4% |
| 3Y | -1.6% | +57.5% | -59.1% | -18.6% |
| 5Y | -22.2% | +84.8% | -107.0% | -40.4% |
| 10Y | +32.9% | +424.3% | -391.4% | -31.8% |
| All | +32.9% | +421.6% | -388.7% | -31.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 10y: compounded portfolio wealth divided by compounded AME 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…
10y analysis · Full analysis span regression · 6 months rolling