+21.0%
PFE vs AME
+64.2%
-43.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | +0.2% |
| 7D | -1.7% | +5.9% | -7.6% | -2.4% |
| 30D | +0.3% | -1.9% | +2.3% | +0.4% |
| 3M | +9.4% | -5.4% | +14.7% | +10.0% |
| 6M | +14.9% | +4.9% | +10.0% | +13.2% |
| YTD | +23.8% | +18.5% | +5.3% | +18.9% |
| 1Y | +19.5% | +25.5% | -5.9% | +13.5% |
| 3Y | +21.0% | +63.0% | -42.0% | +11.9% |
| All | +21.0% | +64.2% | -43.2% | +11.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling