+32.8%
PFE vs AU
+699.0%
-666.2%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.3% | +0.2% |
| 7D | -2.6% | -4.3% | +1.7% | -2.4% |
| 30D | +5.4% | +7.3% | -1.9% | +5.1% |
| 3M | +7.8% | +26.3% | -18.5% | +7.0% |
| 6M | +5.0% | +1.8% | +3.3% | +4.7% |
| YTD | +17.1% | +26.8% | -9.7% | +16.0% |
| 1Y | +19.3% | +66.7% | -47.4% | +17.3% |
| 3Y | -0.9% | +579.1% | -580.0% | -5.9% |
| 5Y | -20.8% | +689.3% | -710.1% | -24.9% |
| All | +32.8% | +699.0% | -666.2% | +31.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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