-23.8%
PFE vs AR
+99.4%
-123.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | -1.7% | +7.4% | -9.1% | -2.0% |
| 30D | +0.3% | +5.8% | -5.4% | +0.1% |
| 3M | +9.4% | +5.2% | +4.2% | +9.1% |
| 6M | +14.9% | +5.4% | +9.4% | +14.5% |
| YTD | +23.8% | +12.4% | +11.4% | +22.7% |
| 1Y | +19.5% | +12.8% | +6.7% | +18.4% |
| 3Y | +21.0% | +47.2% | -26.2% | +17.9% |
| All | -23.8% | +99.4% | -123.1% | -23.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling