+16.8%
PFE vs AR
-7.2%
+24.0%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.8% | -0.2% | -3.1% |
| 7D | -0.2% | -11.7% | +11.5% | -0.9% |
| 30D | +8.7% | +1.8% | +6.8% | +8.6% |
| 3M | +15.8% | +6.0% | +9.8% | +16.1% |
| 6M | +16.8% | -7.0% | +23.9% | +14.5% |
| All | +16.8% | -7.2% | +24.0% | +14.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling