+3,280.0%
PFE vs AME
+18,709.1%
-15,429.1%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.5% | -2.8% | -1.6% |
| 7D | +1.8% | +0.6% | +1.1% | +1.6% |
| 30D | +10.2% | -6.7% | +16.9% | +12.0% |
| 3M | +12.7% | +4.1% | +8.6% | +11.2% |
| 6M | +10.5% | +1.6% | +9.0% | +9.6% |
| YTD | +20.2% | +16.1% | +4.0% | +15.1% |
| 1Y | +24.1% | +27.3% | -3.3% | +16.1% |
| 3Y | -3.6% | +50.9% | -54.4% | -14.4% |
| 5Y | -20.9% | +81.4% | -102.2% | -33.4% |
| 10Y | +35.8% | +417.0% | -381.1% | -12.6% |
| All | +3,280.0% | +18,709.1% | -15,429.1% | +1,060.1% |
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