-3.3%
PFE vs AUR
-57.9%
+54.6%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.2% | +3.4% | +0.3% |
| 7D | -1.7% | -4.5% | +2.8% | -1.6% |
| 30D | +0.3% | -16.6% | +17.0% | +0.6% |
| 3M | +9.4% | -38.5% | +47.8% | +10.1% |
| 6M | +14.9% | -49.9% | +64.8% | +16.0% |
| YTD | +23.8% | +9.6% | +14.2% | +23.0% |
| 1Y | +19.5% | +1.2% | +18.3% | +18.9% |
| 3Y | +21.0% | +128.8% | -107.8% | +20.1% |
| 5Y | -23.9% | -57.9% | +34.0% | -30.3% |
| All | -3.3% | -57.9% | +54.6% | -16.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 AUR 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