-21.5%
PFE vs AMT
-19.6%
-1.9%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.3% | +0.3% |
| 7D | -0.7% | +1.6% | -2.3% | -1.1% |
| 30D | +5.3% | +4.5% | +0.9% | +4.1% |
| 3M | +10.1% | +13.8% | -3.7% | +6.1% |
| 6M | +18.0% | +10.0% | +8.0% | +14.4% |
| YTD | +25.8% | +11.8% | +14.1% | +21.0% |
| 1Y | +28.4% | +10.2% | +18.2% | +24.0% |
| 3Y | +20.9% | +15.1% | +5.8% | +13.9% |
| 5Y | -21.5% | -18.8% | -2.7% | -21.3% |
| All | -21.5% | -19.6% | -1.9% | -21.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AMT.
Daily Out/Under-Performance
Portfolio return minus AMT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMT 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 AMT 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