-0.9%
PFE vs AZO
+10.0%
-11.0%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.4% | +0.3% |
| 7D | -2.6% | -3.6% | +1.0% | -2.0% |
| 30D | +5.4% | -5.6% | +10.9% | +6.2% |
| 3M | +7.8% | -6.6% | +14.4% | +8.8% |
| 6M | +5.0% | -22.5% | +27.5% | +8.7% |
| YTD | +17.1% | -15.2% | +32.2% | +19.9% |
| 1Y | +19.3% | -33.9% | +53.3% | +25.7% |
| 3Y | -0.9% | +11.8% | -12.8% | +1.9% |
| All | -0.9% | +10.0% | -11.0% | +1.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AZO.
Daily Out/Under-Performance
Portfolio return minus AZO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AZO 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 3y: compounded portfolio wealth divided by compounded AZO 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…
3y analysis · Full analysis span regression · 6 months rolling