+91.0%
PFE vs AR
-32.8%
+123.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.8% | -0.2% | -2.8% |
| 7D | -0.2% | -11.7% | +11.5% | +0.4% |
| 30D | +8.7% | +1.8% | +6.8% | +8.5% |
| 3M | +15.8% | +6.0% | +9.8% | +15.3% |
| 6M | +16.8% | -7.0% | +23.9% | +17.1% |
| YTD | +26.2% | +5.6% | +20.6% | +25.3% |
| 1Y | +29.9% | +10.8% | +19.1% | +28.6% |
| 3Y | +15.9% | +19.3% | -3.4% | +13.3% |
| 5Y | -20.6% | +73.3% | -93.9% | -25.1% |
| 10Y | +65.4% | +47.6% | +17.8% | +47.2% |
| All | +91.0% | -32.8% | +123.8% | +77.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling