+50.7%
PFE vs AR
+58.9%
-8.2%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.5% | -1.2% | +0.2% |
| 7D | -3.0% | +2.1% | -5.0% | -3.1% |
| 30D | +5.2% | +4.5% | +0.7% | +4.9% |
| 3M | +12.2% | +1.0% | +11.2% | +12.1% |
| 6M | +17.8% | +4.4% | +13.4% | +17.3% |
| YTD | +26.2% | +10.9% | +15.3% | +25.0% |
| 1Y | +23.2% | +8.6% | +14.6% | +22.1% |
| 3Y | +21.3% | +48.5% | -27.2% | +17.3% |
| 5Y | -23.1% | +95.7% | -118.8% | -27.7% |
| 10Y | +50.7% | +55.5% | -4.7% | +35.0% |
| All | +50.7% | +58.9% | -8.2% | +35.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 10y: compounded portfolio wealth divided by compounded AR 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…
10y analysis · Full analysis span regression · 6 months rolling