-23.8%
PFE vs AZO
+72.0%
-95.7%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.2% |
| 7D | -1.7% | +1.3% | -3.0% | -1.9% |
| 30D | +0.3% | +12.0% | -11.6% | -1.5% |
| 3M | +9.4% | +7.2% | +2.2% | +8.1% |
| 6M | +14.9% | -3.2% | +18.1% | +15.1% |
| YTD | +23.8% | -3.9% | +27.7% | +24.1% |
| 1Y | +19.5% | -14.7% | +34.2% | +22.0% |
| 3Y | +21.0% | +20.4% | +0.6% | +17.2% |
| All | -23.8% | +72.0% | -95.7% | -29.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling