-21.5%
PFE vs AME
+66.2%
-87.7%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.5% | -4.2% | -2.2% |
| 7D | -3.7% | -5.2% | +1.5% | -2.7% |
| 30D | +5.0% | -8.0% | +13.0% | +6.6% |
| 3M | +12.2% | -8.9% | +21.1% | +14.1% |
| 6M | +14.6% | -5.0% | +19.6% | +15.1% |
| YTD | +24.1% | +11.9% | +12.2% | +18.9% |
| 1Y | +26.6% | +16.6% | +9.9% | +19.9% |
| 3Y | +14.3% | +62.5% | -48.2% | -3.9% |
| All | -21.5% | +66.2% | -87.7% | -37.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling