+1,928.5%
PFE vs AZO
+43,293.3%
-41,364.8%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.8% | -1.3% |
| 7D | +1.8% | +0.7% | +1.0% | +1.6% |
| 30D | +10.2% | -2.7% | +12.9% | +10.8% |
| 3M | +12.7% | -3.2% | +15.9% | +13.2% |
| 6M | +10.5% | -19.7% | +30.3% | +14.9% |
| YTD | +20.2% | -12.0% | +32.2% | +22.6% |
| 1Y | +24.1% | -29.5% | +53.6% | +31.9% |
| 3Y | -3.6% | +17.3% | -20.9% | -8.0% |
| 5Y | -20.9% | +94.1% | -114.9% | -32.4% |
| 10Y | +35.8% | +303.3% | -267.5% | -2.3% |
| All | +1,928.5% | +43,293.3% | -41,364.8% | +550.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling