+134.3%
PFE vs AU
+793.6%
-659.3%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.3% | +1.1% | -1.1% |
| 7D | +1.8% | -3.6% | +5.4% | +1.9% |
| 30D | +10.2% | +23.9% | -13.6% | +9.1% |
| 3M | +12.7% | +19.1% | -6.4% | +11.5% |
| 6M | +10.5% | -0.2% | +10.7% | +10.1% |
| YTD | +20.2% | +32.5% | -12.3% | +17.9% |
| 1Y | +24.1% | +96.9% | -72.9% | +19.3% |
| 3Y | -3.6% | +614.7% | -618.3% | -13.6% |
| 5Y | -20.9% | +647.7% | -668.6% | -29.8% |
| 10Y | +35.8% | +679.2% | -643.4% | +16.8% |
| All | +134.3% | +793.6% | -659.3% | +103.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling