+81.9%
PFE vs AR
-27.2%
+109.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -1.2% |
| 7D | +1.8% | +2.5% | -0.7% | +1.6% |
| 30D | +10.2% | +14.8% | -4.6% | +9.4% |
| 3M | +12.7% | +6.2% | +6.5% | +12.2% |
| 6M | +10.5% | +4.3% | +6.3% | +10.1% |
| YTD | +20.2% | +14.4% | +5.8% | +18.9% |
| 1Y | +24.1% | +21.3% | +2.7% | +22.3% |
| 3Y | -3.6% | +39.8% | -43.4% | -6.5% |
| 5Y | -20.9% | +142.1% | -162.9% | -26.7% |
| 10Y | +35.8% | +52.0% | -16.2% | +20.9% |
| All | +81.9% | -27.2% | +109.1% | +68.2% |
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