+19.3%
PFE vs AUR
+17.8%
+1.6%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.6% | -1.3% | +0.2% |
| 7D | -2.6% | +1.4% | -4.0% | -2.6% |
| 30D | +5.4% | -6.4% | +11.8% | +5.4% |
| 3M | +7.8% | +7.7% | +0.1% | +7.4% |
| 6M | +5.0% | +44.5% | -39.5% | +3.3% |
| YTD | +17.1% | +67.4% | -50.4% | +14.6% |
| 1Y | +19.3% | +15.4% | +3.9% | +13.4% |
| All | +19.3% | +17.8% | +1.6% | +13.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling