+141.4%
PFE vs AU
+607.0%
-465.6%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.7% | +0.3% |
| 7D | -1.7% | -7.2% | +5.5% | -1.4% |
| 30D | +0.3% | -2.9% | +3.2% | +0.4% |
| 3M | +9.4% | -8.7% | +18.0% | +9.6% |
| 6M | +14.9% | -14.1% | +29.0% | +15.3% |
| YTD | +23.8% | +4.8% | +19.0% | +22.6% |
| 1Y | +19.5% | +11.9% | +7.6% | +18.0% |
| 3Y | +21.0% | +513.8% | -492.8% | +9.3% |
| 5Y | -23.9% | +379.3% | -403.1% | -31.1% |
| 10Y | +47.8% | +837.1% | -789.2% | +25.6% |
| All | +141.4% | +607.0% | -465.6% | +111.5% |
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 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