+181.3%
PFE vs AMT
+1,311.4%
-1,130.1%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | -0.2% | -1.1% |
| 7D | +1.8% | -0.2% | +2.0% | +1.8% |
| 30D | +10.2% | +4.6% | +5.6% | +9.6% |
| 3M | +12.7% | -8.4% | +21.1% | +13.8% |
| 6M | +10.5% | -6.0% | +16.6% | +11.2% |
| YTD | +20.2% | +2.1% | +18.0% | +19.5% |
| 1Y | +24.1% | -6.4% | +30.4% | +24.7% |
| 3Y | -3.6% | +8.1% | -11.6% | -5.2% |
| 5Y | -20.9% | -31.9% | +11.1% | -18.2% |
| 10Y | +35.8% | +97.1% | -61.3% | +24.4% |
| All | +181.3% | +1,311.4% | -1,130.1% | +80.6% |
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