-21.4%
PFE vs AU
+688.4%
-709.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.7% | -0.1% |
| 7D | -4.3% | +0.6% | -4.9% | -4.3% |
| 30D | +2.7% | +12.3% | -9.6% | +1.9% |
| 3M | +10.0% | +29.4% | -19.4% | +8.1% |
| 6M | +7.2% | +3.2% | +4.0% | +6.4% |
| YTD | +17.3% | +31.8% | -14.5% | +14.5% |
| 1Y | +20.3% | +83.4% | -63.1% | +14.9% |
| 3Y | -1.6% | +623.1% | -624.7% | -15.4% |
| 5Y | -21.4% | +700.5% | -721.9% | -33.2% |
| All | -21.4% | +688.4% | -709.8% | -33.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling