+3,391.6%
PFE vs AME
+18,019.4%
-14,627.8%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.5% | -4.2% | -2.3% |
| 7D | -3.7% | -5.2% | +1.5% | -2.6% |
| 30D | +5.0% | -8.0% | +13.0% | +6.9% |
| 3M | +12.2% | -8.9% | +21.1% | +14.3% |
| 6M | +14.6% | -5.0% | +19.6% | +15.3% |
| YTD | +24.1% | +11.9% | +12.2% | +19.7% |
| 1Y | +26.6% | +16.6% | +9.9% | +20.7% |
| 3Y | +14.3% | +62.5% | -48.2% | -0.7% |
| 5Y | -21.9% | +67.6% | -89.5% | -33.2% |
| 10Y | +62.6% | +450.4% | -387.7% | +3.0% |
| All | +3,391.6% | +18,019.4% | -14,627.8% | +1,105.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling