+22.9%
PFE vs AS
+120.4%
-97.5%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.6% | -4.8% | -1.6% |
| 7D | +1.8% | -4.9% | +6.6% | +2.2% |
| 30D | +10.2% | -19.6% | +29.8% | +12.3% |
| 3M | +12.7% | -14.4% | +27.1% | +14.1% |
| 6M | +10.5% | -20.1% | +30.7% | +12.3% |
| YTD | +20.2% | -20.9% | +41.1% | +22.1% |
| 1Y | +24.1% | -21.9% | +45.9% | +26.0% |
| All | +22.9% | +120.4% | -97.5% | +16.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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