+22.1%
PFE vs AMIX
-99.9%
+121.9%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.9% | +0.7% | -1.2% |
| 7D | +1.8% | -13.7% | +15.5% | +1.8% |
| 30D | +10.2% | -62.1% | +72.3% | +10.6% |
| 3M | +12.7% | -46.2% | +58.8% | +11.7% |
| 6M | +10.5% | -46.4% | +57.0% | +9.6% |
| YTD | +20.2% | -60.3% | +80.4% | +19.3% |
| 1Y | +24.1% | -79.7% | +103.7% | +23.5% |
| All | +22.1% | -99.9% | +121.9% | +29.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AMIX.
Daily Out/Under-Performance
Portfolio return minus AMIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMIX 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 AMIX 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