-6.2%
PFE vs AUR
-36.6%
+30.4%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.6% | -1.3% |
| 7D | +1.8% | +8.7% | -7.0% | +1.6% |
| 30D | +10.2% | -5.2% | +15.5% | +10.3% |
| 3M | +12.7% | -7.3% | +20.0% | +12.7% |
| 6M | +10.5% | +41.2% | -30.7% | +9.6% |
| YTD | +20.2% | +65.1% | -44.9% | +18.7% |
| 1Y | +24.1% | +13.4% | +10.6% | +23.2% |
| 3Y | -3.6% | +98.1% | -101.7% | -4.7% |
| 5Y | -20.9% | -36.0% | +15.2% | -31.4% |
| All | -6.2% | -36.6% | +30.4% | -18.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling