-21.5%
PFE vs AMT
-20.2%
-1.3%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.7% | +1.0% | -0.9% |
| 7D | -3.7% | +0.5% | -4.2% | -3.8% |
| 30D | +5.0% | +13.6% | -8.6% | +1.3% |
| 3M | +12.2% | +11.5% | +0.7% | +8.7% |
| 6M | +14.6% | +6.9% | +7.6% | +12.0% |
| YTD | +24.1% | +10.8% | +13.3% | +19.7% |
| 1Y | +26.6% | +10.3% | +16.2% | +22.2% |
| 3Y | +14.3% | +12.4% | +1.9% | +8.5% |
| All | -21.5% | -20.2% | -1.3% | -22.0% |
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