+195.4%
PFE vs AMT
+1,473.8%
-1,278.4%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.4% | -2.5% | -2.9% |
| 7D | -0.2% | +4.4% | -4.6% | -0.8% |
| 30D | +8.7% | +17.7% | -9.1% | +6.4% |
| 3M | +15.8% | +16.7% | -0.9% | +13.4% |
| 6M | +16.8% | +11.1% | +5.7% | +15.1% |
| YTD | +26.2% | +13.9% | +12.3% | +23.7% |
| 1Y | +29.9% | +12.5% | +17.4% | +27.6% |
| 3Y | +15.9% | +13.2% | +2.8% | +13.3% |
| 5Y | -20.6% | -17.9% | -2.7% | -19.9% |
| 10Y | +65.4% | +122.8% | -57.5% | +49.1% |
| All | +195.4% | +1,473.8% | -1,278.4% | +87.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling