-0.7%
PFE vs AU
+599.6%
-600.3%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.1% | -1.2% | -2.3% |
| 7D | -2.7% | -0.3% | -2.4% | -2.7% |
| 30D | +3.8% | +12.8% | -8.9% | +3.2% |
| 3M | +10.4% | +28.5% | -18.1% | +9.0% |
| 6M | +6.3% | +4.8% | +1.4% | +5.6% |
| YTD | +17.4% | +31.0% | -13.6% | +15.6% |
| 1Y | +21.1% | +81.4% | -60.3% | +18.0% |
| All | -0.7% | +599.6% | -600.3% | -6.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling